+143.3%
FN vs EAT
+381.2%
-237.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.5% | -10.7% | -13.4% |
| 7D | -16.0% | -3.3% | -12.7% | -15.3% |
| 30D | -40.1% | +11.7% | -51.8% | -41.9% |
| 3M | -43.9% | -5.9% | -38.0% | -43.3% |
| 6M | -55.6% | +46.7% | -102.4% | -60.4% |
| YTD | -35.7% | +48.2% | -83.8% | -43.1% |
| 1Y | -39.8% | +105.4% | -145.3% | -51.4% |
| 3Y | +80.3% | +502.8% | -422.5% | +3.9% |
| 5Y | +143.3% | +376.3% | -233.0% | +43.8% |
| All | +143.3% | +381.2% | -237.9% | +43.8% |
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