+826.4%
FN vs EAT
+375.0%
+451.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.5% | +13.3% | +12.2% |
| 7D | +16.3% | -3.9% | +20.2% | +17.0% |
| 30D | -24.7% | +5.0% | -29.7% | -25.7% |
| 3M | -34.9% | -9.6% | -25.3% | -33.8% |
| 6M | -41.1% | +46.8% | -87.9% | -46.5% |
| YTD | -19.6% | +41.8% | -61.4% | -26.9% |
| 1Y | -18.5% | +98.3% | -116.8% | -31.2% |
| 3Y | +119.1% | +503.1% | -383.9% | +42.8% |
| 5Y | +206.9% | +356.7% | -149.7% | +103.2% |
| 10Y | +826.4% | +349.8% | +476.6% | +438.6% |
| All | +826.4% | +375.0% | +451.4% | +438.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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