+13.9%
EFA vs FN
-20.4%
+34.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.9% | -8.9% | +2.1% |
| 7D | +1.2% | +16.3% | -15.1% | -0.2% |
| 30D | +1.5% | -24.7% | +26.3% | +3.4% |
| 3M | -3.3% | -34.9% | +31.6% | -0.6% |
| 6M | +2.6% | -41.1% | +43.7% | +5.6% |
| YTD | +11.0% | -19.6% | +30.7% | +10.3% |
| All | +13.9% | -20.4% | +34.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling