+173.5%
FN vs EAT
+361.6%
-188.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.5% | +12.4% |
| 7D | 0.0% | -2.6% | +2.6% | +0.4% |
| 30D | -34.3% | +11.5% | -45.8% | -36.3% |
| 3M | -39.9% | -9.1% | -30.8% | -38.7% |
| 6M | -51.8% | +40.4% | -92.2% | -56.6% |
| YTD | -28.1% | +43.9% | -72.1% | -36.1% |
| 1Y | -29.1% | +101.9% | -131.0% | -42.6% |
| 3Y | +102.4% | +489.9% | -387.4% | +17.1% |
| All | +173.5% | +361.6% | -188.1% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling