+143.3%
FN vs ED
+86.8%
+56.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.9% | -15.2% | -13.9% |
| 7D | -16.0% | +5.2% | -21.1% | -14.2% |
| 30D | -40.1% | +15.5% | -55.6% | -36.7% |
| 3M | -43.9% | +13.0% | -56.9% | -41.1% |
| 6M | -55.6% | +13.1% | -68.7% | -53.2% |
| YTD | -35.7% | +25.3% | -60.9% | -30.5% |
| 1Y | -39.8% | +30.5% | -70.4% | -34.3% |
| 3Y | +80.3% | +49.3% | +30.9% | +88.0% |
| 5Y | +143.3% | +84.6% | +58.7% | +145.9% |
| All | +143.3% | +86.8% | +56.5% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling