+271.2%
EW vs FN
+700.1%
-428.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +2.2% |
| 7D | +4.9% | +0.3% | +4.6% | +4.7% |
| 30D | +23.9% | -16.5% | +40.5% | +25.9% |
| 3M | +15.8% | -42.1% | +57.9% | +22.5% |
| 6M | +31.7% | -52.9% | +84.5% | +41.6% |
| YTD | +25.7% | -28.0% | +53.6% | +24.0% |
| 1Y | +24.4% | -18.5% | +42.9% | +19.9% |
| 3Y | +65.9% | +93.9% | -28.0% | +27.4% |
| 5Y | -7.6% | +170.5% | -178.1% | -36.5% |
| All | +271.2% | +700.1% | -428.9% | +106.2% |
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