+142.4%
EFA vs FN
+882.3%
-739.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | +1.2% | +3.5% | -2.3% | +0.7% |
| 30D | -0.7% | -26.0% | +25.2% | +3.0% |
| 3M | +6.4% | -33.3% | +39.7% | +11.3% |
| 6M | +11.4% | -14.9% | +26.3% | +11.0% |
| YTD | +14.0% | -8.6% | +22.6% | +11.4% |
| 1Y | +20.2% | +12.3% | +7.9% | +12.9% |
| 3Y | +68.2% | +174.4% | -106.2% | +28.3% |
| 5Y | +54.8% | +296.4% | -241.6% | +6.4% |
| 10Y | +142.4% | +890.0% | -747.6% | +38.4% |
| All | +142.4% | +882.3% | -739.9% | +38.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling