+826.4%
FN vs EFV
+165.2%
+661.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.1% | +9.2% |
| 7D | +16.3% | +1.7% | +14.5% | +14.2% |
| 30D | -24.7% | +3.4% | -28.2% | -27.3% |
| 3M | -34.9% | -1.7% | -33.3% | -34.0% |
| 6M | -41.1% | +6.4% | -47.5% | -44.7% |
| YTD | -19.6% | +16.3% | -35.9% | -30.4% |
| 1Y | -18.5% | +22.9% | -41.4% | -33.0% |
| 3Y | +119.1% | +92.8% | +26.3% | +17.1% |
| 5Y | +206.9% | +93.5% | +113.5% | +63.1% |
| 10Y | +826.4% | +162.1% | +664.3% | +364.2% |
| All | +826.4% | +165.2% | +661.3% | +364.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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