+248.8%
EW vs FN
+850.1%
-601.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.1% | +1.0% |
| 7D | +6.5% | +8.0% | -1.5% | +5.1% |
| 30D | +22.5% | -19.1% | +41.6% | +24.9% |
| 3M | +13.0% | -29.8% | +42.8% | +16.5% |
| 6M | +37.1% | -43.2% | +80.3% | +43.6% |
| YTD | +24.1% | -18.9% | +43.1% | +20.7% |
| 1Y | +24.2% | -17.9% | +42.1% | +20.0% |
| 3Y | +64.8% | +120.1% | -55.3% | +24.6% |
| 5Y | -7.4% | +206.7% | -214.1% | -37.3% |
| 10Y | +248.8% | +804.7% | -555.9% | +90.3% |
| All | +248.8% | +850.1% | -601.3% | +90.3% |
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