-26.3%
EW vs FN
+289.0%
-315.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | -0.3% | -1.7% | +1.3% | -0.2% |
| 30D | +1.0% | -22.0% | +23.0% | +3.0% |
| 3M | +2.8% | -43.0% | +45.8% | +7.6% |
| 6M | +5.5% | -27.7% | +33.2% | +6.3% |
| YTD | +5.5% | -10.5% | +16.0% | +3.0% |
| 1Y | +11.0% | +12.5% | -1.4% | +4.6% |
| 3Y | +17.7% | +153.8% | -136.1% | -7.7% |
| All | -26.3% | +289.0% | -315.3% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling