-15.0%
EW vs FN
+148.3%
-163.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.2% | +15.7% | +2.6% |
| 7D | +6.8% | -16.0% | +22.7% | +8.0% |
| 30D | +16.6% | -40.1% | +56.7% | +21.3% |
| 3M | +13.3% | -43.9% | +57.2% | +18.0% |
| 6M | +21.6% | -55.6% | +77.2% | +28.4% |
| YTD | +18.3% | -35.7% | +53.9% | +17.9% |
| 1Y | +21.7% | -39.8% | +61.5% | +21.9% |
| 3Y | +50.3% | +80.3% | -29.9% | +20.3% |
| 5Y | -15.0% | +143.3% | -158.3% | -40.5% |
| All | -15.0% | +148.3% | -163.3% | -40.5% |
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 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