+1,018.2%
EW vs FN
+3,020.0%
-2,001.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.4% | +5.1% |
| 7D | +8.3% | -7.0% | +15.3% | +9.0% |
| 30D | +13.9% | -24.7% | +38.6% | +17.2% |
| 3M | +10.9% | -35.7% | +46.6% | +15.5% |
| 6M | +19.2% | -52.4% | +71.7% | +27.4% |
| YTD | +16.6% | -25.0% | +41.5% | +15.6% |
| 1Y | +18.1% | -25.7% | +43.8% | +16.7% |
| 3Y | +48.2% | +110.2% | -62.1% | +20.6% |
| 5Y | -15.3% | +192.3% | -207.7% | -35.9% |
| 10Y | +232.6% | +812.3% | -579.7% | +111.7% |
| All | +1,018.2% | +3,020.0% | -2,001.8% | +540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling