+235.5%
EW vs FN
+753.0%
-517.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | -0.2% |
| 7D | +11.0% | 0.0% | +11.1% | +10.5% |
| 30D | +19.1% | -34.3% | +53.4% | +24.8% |
| 3M | +14.4% | -39.9% | +54.2% | +20.4% |
| 6M | +22.8% | -51.8% | +74.6% | +31.5% |
| YTD | +19.8% | -28.1% | +48.0% | +18.5% |
| 1Y | +23.9% | -29.1% | +53.0% | +22.2% |
| 3Y | +52.2% | +102.4% | -50.2% | +16.2% |
| 5Y | -13.9% | +171.7% | -185.6% | -40.6% |
| All | +235.5% | +753.0% | -517.5% | +87.1% |
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