+496.5%
EWT vs FN
+899.8%
-403.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.2% |
| 7D | +4.0% | -1.7% | +5.6% | +4.3% |
| 30D | +10.3% | -22.0% | +32.3% | +15.3% |
| 3M | +6.1% | -43.0% | +49.1% | +17.4% |
| 6M | +56.6% | -27.7% | +84.4% | +62.8% |
| YTD | +76.6% | -10.5% | +87.1% | +74.3% |
| 1Y | +97.9% | +12.5% | +85.4% | +85.1% |
| 3Y | +198.0% | +153.8% | +44.2% | +124.4% |
| 5Y | +151.8% | +288.0% | -136.2% | +67.6% |
| All | +496.5% | +899.8% | -403.2% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling