+138.5%
EFA vs FN
+753.0%
-614.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -2.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.9% |
| 30D | -1.2% | -34.3% | +33.1% | +3.9% |
| 3M | -5.1% | -39.9% | +34.8% | +0.3% |
| 6M | -1.2% | -51.8% | +50.6% | +6.5% |
| YTD | +7.8% | -28.1% | +35.9% | +7.8% |
| 1Y | +12.2% | -29.1% | +41.2% | +11.9% |
| 3Y | +61.5% | +102.4% | -40.9% | +27.8% |
| 5Y | +45.8% | +171.7% | -125.9% | +5.5% |
| All | +138.5% | +753.0% | -614.5% | +41.0% |
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