+23.9%
EW vs FN
-33.3%
+57.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | +1.2% |
| 7D | +11.0% | 0.0% | +11.1% | +10.8% |
| 30D | +19.1% | -34.3% | +53.4% | +19.7% |
| 3M | +14.4% | -39.9% | +54.2% | +15.0% |
| 6M | +22.8% | -51.8% | +74.6% | +24.6% |
| YTD | +19.8% | -28.1% | +48.0% | +16.5% |
| 1Y | +23.9% | -29.1% | +53.0% | +20.5% |
| All | +23.9% | -33.3% | +57.2% | +20.5% |
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 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