+444.2%
V vs FN
+837.6%
-393.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | -1.5% |
| 7D | -0.8% | +16.3% | -17.1% | -3.1% |
| 30D | +9.5% | -24.7% | +34.3% | +12.6% |
| 3M | +16.7% | -34.9% | +51.6% | +21.4% |
| 6M | +32.9% | -41.1% | +74.0% | +38.1% |
| YTD | +21.1% | -19.6% | +40.7% | +16.9% |
| 1Y | +26.6% | -18.5% | +45.2% | +21.2% |
| 3Y | +78.4% | +119.1% | -40.8% | +30.4% |
| 5Y | +105.5% | +206.9% | -101.5% | +32.7% |
| 10Y | +444.2% | +826.4% | -382.2% | +165.0% |
| All | +444.2% | +837.6% | -393.3% | +165.0% |
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