+103.9%
UL vs FN
+850.1%
-746.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | -1.2% |
| 7D | -1.7% | +8.0% | -9.7% | -1.9% |
| 30D | +4.5% | -19.1% | +23.6% | +5.0% |
| 3M | +5.5% | -29.8% | +35.3% | +6.3% |
| 6M | +17.0% | -43.2% | +60.2% | +18.5% |
| YTD | +3.2% | -18.9% | +22.1% | +2.2% |
| 1Y | -1.9% | -17.9% | +16.0% | -3.1% |
| 3Y | +33.6% | +120.1% | -86.6% | +19.4% |
| 5Y | +31.5% | +206.7% | -175.2% | +11.3% |
| 10Y | +103.9% | +804.7% | -700.7% | +52.6% |
| All | +103.9% | +850.1% | -746.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling