+144.8%
EFA vs FN
+837.6%
-692.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.9% | -8.9% | +1.4% |
| 7D | +1.2% | +16.3% | -15.1% | -1.3% |
| 30D | +1.5% | -24.7% | +26.3% | +4.7% |
| 3M | -3.3% | -34.9% | +31.6% | +1.1% |
| 6M | +2.6% | -41.1% | +43.7% | +7.5% |
| YTD | +11.0% | -19.6% | +30.7% | +9.3% |
| 1Y | +15.1% | -18.5% | +33.6% | +12.6% |
| 3Y | +67.6% | +119.1% | -51.5% | +31.4% |
| 5Y | +50.5% | +206.9% | -156.5% | +7.0% |
| 10Y | +144.8% | +826.4% | -681.6% | +42.5% |
| All | +144.8% | +837.6% | -692.8% | +42.5% |
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