+232.1%
W vs FN
+753.0%
-520.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -6.2% |
| 7D | -3.6% | 0.0% | -3.5% | -5.2% |
| 30D | +7.0% | -34.3% | +41.3% | +24.0% |
| 3M | +7.4% | -39.9% | +47.2% | +25.9% |
| 6M | +69.3% | -51.8% | +121.1% | +109.7% |
| YTD | +11.3% | -28.1% | +39.4% | +8.5% |
| 1Y | +13.2% | -29.1% | +42.3% | +9.2% |
| 3Y | +142.0% | +102.4% | +39.6% | +21.8% |
| 5Y | -54.6% | +171.7% | -226.3% | -81.4% |
| All | +232.1% | +753.0% | -520.9% | -19.4% |
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