-25.7%
FN vs ED
+27.1%
-52.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -2.1% |
| 7D | -7.0% | +5.4% | -12.4% | -0.1% |
| 30D | -24.7% | +16.4% | -41.1% | -9.5% |
| 3M | -35.7% | +11.9% | -47.5% | -26.0% |
| 6M | -52.4% | +11.6% | -64.0% | -44.9% |
| YTD | -25.0% | +24.1% | -49.1% | -0.5% |
| 1Y | -25.7% | +26.9% | -52.5% | +3.7% |
| All | -25.7% | +27.1% | -52.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling