+1,034.5%
EW vs FN
+2,575.5%
-1,541.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.2% | +15.7% | +3.1% |
| 7D | +6.8% | -16.0% | +22.7% | +8.6% |
| 30D | +16.6% | -40.1% | +56.7% | +23.1% |
| 3M | +13.3% | -43.9% | +57.2% | +19.8% |
| 6M | +21.6% | -55.6% | +77.2% | +30.7% |
| YTD | +18.3% | -35.7% | +53.9% | +19.3% |
| 1Y | +21.7% | -39.8% | +61.5% | +23.3% |
| 3Y | +50.3% | +80.3% | -29.9% | +24.4% |
| 5Y | -15.0% | +143.3% | -158.3% | -34.4% |
| 10Y | +237.5% | +682.3% | -444.8% | +118.3% |
| All | +1,034.5% | +2,575.5% | -1,541.0% | +561.0% |
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