+122.0%
FE vs NWSA
+99.5%
+22.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.1% | -10.5% | +9.4% | +0.8% |
| 30D | +4.6% | -8.8% | +13.4% | +6.3% |
| 3M | -0.8% | -6.5% | +5.7% | +0.1% |
| 6M | +7.3% | -1.3% | +8.6% | +6.8% |
| YTD | +8.3% | +2.5% | +5.8% | +6.7% |
| 1Y | +5.7% | +0.2% | +5.5% | +4.5% |
| 3Y | +49.0% | +27.6% | +21.4% | +38.2% |
| 5Y | +49.2% | +17.0% | +32.2% | +38.1% |
| 10Y | +110.7% | +148.3% | -37.6% | +53.2% |
| All | +122.0% | +99.5% | +22.5% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling