+3,078.0%
FN vs ED
+410.7%
+2,667.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.1% |
| 7D | -7.0% | +5.4% | -12.4% | -7.3% |
| 30D | -24.7% | +16.4% | -41.1% | -25.5% |
| 3M | -35.7% | +11.9% | -47.5% | -36.2% |
| 6M | -52.4% | +11.6% | -64.0% | -52.8% |
| YTD | -25.0% | +24.1% | -49.1% | -26.7% |
| 1Y | -25.7% | +26.9% | -52.5% | -27.6% |
| 3Y | +110.2% | +47.9% | +62.3% | +93.8% |
| 5Y | +192.3% | +87.5% | +104.9% | +153.4% |
| 10Y | +812.3% | +133.2% | +679.0% | +613.9% |
| All | +3,078.0% | +410.7% | +2,667.3% | +1,458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling