+484.0%
V vs FN
+700.1%
-216.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +2.2% |
| 7D | +0.9% | +0.3% | +0.7% | +0.7% |
| 30D | +9.0% | -16.5% | +25.5% | +10.5% |
| 3M | +16.7% | -42.1% | +58.8% | +23.1% |
| 6M | +33.4% | -52.9% | +86.3% | +43.0% |
| YTD | +22.4% | -28.0% | +50.3% | +19.6% |
| 1Y | +27.7% | -18.5% | +46.2% | +21.5% |
| 3Y | +78.0% | +93.9% | -15.9% | +32.1% |
| 5Y | +108.5% | +170.5% | -62.0% | +36.7% |
| All | +484.0% | +700.1% | -216.1% | +191.4% |
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