+160.3%
FN vs EAT
+611.4%
-451.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -22.0% | +1.9% | -23.9% | -22.3% |
| 3M | -43.0% | +68.7% | -111.7% | -49.8% |
| 6M | -27.7% | +66.9% | -94.6% | -36.4% |
| YTD | -10.5% | +60.4% | -70.9% | -20.8% |
| 1Y | +12.5% | +44.0% | -31.5% | +2.0% |
| All | +160.3% | +611.4% | -451.1% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling