+46.0%
FE vs NWSA
+23.7%
+22.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | 0.0% | -9.4% | +9.3% | +0.6% |
| 30D | +5.2% | -7.8% | +12.9% | +5.7% |
| 3M | 0.0% | -10.8% | +10.7% | +0.7% |
| 6M | +5.0% | +1.1% | +4.0% | +4.6% |
| YTD | +7.9% | +1.8% | +6.1% | +7.2% |
| 1Y | +6.3% | +6.0% | +0.3% | +5.1% |
| 3Y | +46.0% | +24.6% | +21.4% | +31.3% |
| All | +46.0% | +23.7% | +22.4% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling