+794.1%
FN vs ED
+136.7%
+657.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.5% | -4.7% |
| 7D | -4.1% | +2.1% | -6.2% | -3.9% |
| 30D | -28.3% | +12.4% | -40.8% | -27.8% |
| 3M | -33.9% | +13.1% | -47.0% | -33.4% |
| 6M | -43.9% | +14.1% | -58.0% | -43.5% |
| YTD | -23.4% | +23.1% | -46.5% | -23.0% |
| 1Y | -25.4% | +25.4% | -50.9% | -25.0% |
| 3Y | +107.9% | +47.9% | +60.0% | +101.6% |
| 5Y | +195.1% | +81.9% | +113.2% | +177.0% |
| 10Y | +794.1% | +141.3% | +652.8% | +782.9% |
| All | +794.1% | +136.7% | +657.4% | +782.9% |
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