+743.6%
FN vs ED
+129.3%
+614.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.4% | +14.0% | +11.5% |
| 7D | 0.0% | +1.6% | -1.7% | +0.1% |
| 30D | -34.3% | +13.3% | -47.6% | -33.8% |
| 3M | -39.9% | +9.7% | -49.6% | -39.5% |
| 6M | -51.8% | +12.8% | -64.6% | -51.5% |
| YTD | -28.1% | +22.3% | -50.5% | -27.8% |
| 1Y | -29.1% | +26.3% | -55.4% | -28.8% |
| 3Y | +102.4% | +45.0% | +57.4% | +96.2% |
| 5Y | +171.7% | +80.2% | +91.5% | +154.2% |
| All | +743.6% | +129.3% | +614.3% | +718.3% |
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