+371.1%
EWT vs FN
+753.0%
-381.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.7% | -7.7% | +1.5% |
| 7D | -11.7% | 0.0% | -11.7% | -12.0% |
| 30D | -23.2% | -34.3% | +11.1% | -16.8% |
| 3M | -12.5% | -39.9% | +27.4% | -4.3% |
| 6M | -5.9% | -51.8% | +45.9% | +6.3% |
| YTD | +40.5% | -28.1% | +68.6% | +43.9% |
| 1Y | +43.7% | -29.1% | +72.8% | +46.9% |
| 3Y | +136.6% | +102.4% | +34.2% | +86.0% |
| 5Y | +105.1% | +171.7% | -66.6% | +46.7% |
| All | +371.1% | +753.0% | -381.9% | +169.3% |
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