+3,689.8%
FN vs ED
+355.5%
+3,334.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -22.0% | -0.1% | -21.8% | -22.0% |
| 3M | -43.0% | +3.9% | -46.9% | -43.3% |
| 6M | -27.7% | -3.0% | -24.7% | -27.7% |
| YTD | -10.5% | +10.7% | -21.2% | -11.8% |
| 1Y | +12.5% | +13.3% | -0.9% | +10.3% |
| 3Y | +153.8% | +34.5% | +119.3% | +134.5% |
| 5Y | +288.0% | +67.1% | +220.9% | +238.8% |
| 10Y | +906.4% | +103.0% | +803.4% | +701.7% |
| All | +3,689.8% | +355.5% | +3,334.3% | +1,773.2% |
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 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