-25.4%
FN vs EFV
+21.7%
-47.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.3% |
| 7D | -4.1% | +2.1% | -6.2% | -6.4% |
| 30D | -28.3% | +3.1% | -31.4% | -31.1% |
| 3M | -33.9% | -1.3% | -32.6% | -32.5% |
| 6M | -43.9% | +6.0% | -49.9% | -48.4% |
| YTD | -23.4% | +15.8% | -39.3% | -42.3% |
| 1Y | -25.4% | +21.1% | -46.5% | -48.2% |
| All | -25.4% | +21.7% | -47.1% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling