+693.0%
FN vs ED
+147.1%
+545.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.7% | -7.2% |
| 7D | +0.3% | +2.1% | -1.8% | +0.4% |
| 30D | -16.5% | +10.4% | -26.9% | -15.9% |
| 3M | -42.1% | +12.5% | -54.7% | -41.6% |
| 6M | -52.9% | +14.9% | -67.8% | -52.5% |
| YTD | -28.0% | +24.8% | -52.8% | -27.4% |
| 1Y | -18.5% | +23.8% | -42.3% | -17.9% |
| 3Y | +93.9% | +51.6% | +42.2% | +87.8% |
| 5Y | +170.5% | +86.4% | +84.1% | +153.8% |
| All | +693.0% | +147.1% | +545.9% | +677.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling