+109.1%
FN vs EFV
+91.1%
+18.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -3.9% |
| 7D | +20.8% | +0.7% | +20.0% | +19.8% |
| 30D | -17.3% | +2.0% | -19.3% | -19.1% |
| 3M | -38.1% | -1.6% | -36.5% | -37.0% |
| 6M | -44.2% | +5.8% | -50.0% | -47.7% |
| YTD | -22.3% | +15.6% | -37.9% | -33.9% |
| 1Y | -20.9% | +19.0% | -39.9% | -34.6% |
| All | +109.1% | +91.1% | +18.1% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling