-12.8%
EW vs FN
+206.7%
-219.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.9% | -9.3% | +1.5% |
| 7D | +12.3% | +16.3% | -4.0% | +10.5% |
| 30D | +22.9% | -24.7% | +47.6% | +25.3% |
| 3M | +16.7% | -34.9% | +51.6% | +20.0% |
| 6M | +31.0% | -41.1% | +72.1% | +34.7% |
| YTD | +22.8% | -19.6% | +42.5% | +20.1% |
| 1Y | +25.6% | -18.5% | +44.1% | +22.1% |
| 3Y | +62.0% | +119.1% | -57.2% | +27.8% |
| 5Y | -12.8% | +206.9% | -219.7% | -40.2% |
| All | -12.8% | +206.7% | -219.5% | -40.2% |
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 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