+220.4%
W vs FN
+850.1%
-629.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | -0.7% |
| 7D | -7.4% | +8.0% | -15.4% | -11.0% |
| 30D | +7.8% | -19.1% | +27.0% | +14.6% |
| 3M | +10.9% | -29.8% | +40.7% | +21.7% |
| 6M | +86.4% | -43.2% | +129.6% | +116.0% |
| YTD | +14.0% | -18.9% | +32.9% | +5.4% |
| 1Y | +3.5% | -17.9% | +21.4% | -6.4% |
| 3Y | +164.8% | +120.1% | +44.6% | +28.4% |
| 5Y | -53.1% | +206.7% | -259.8% | -81.9% |
| 10Y | +220.4% | +804.7% | -584.2% | -29.2% |
| All | +220.4% | +850.1% | -629.6% | -29.2% |
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