+93.9%
FN vs EFV
+91.8%
+2.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.7% |
| 7D | +0.3% | +2.5% | -2.3% | -2.3% |
| 30D | -16.5% | +2.9% | -19.5% | -19.2% |
| 3M | -42.1% | -1.4% | -40.7% | -41.2% |
| 6M | -52.9% | +5.5% | -58.4% | -55.8% |
| YTD | -28.0% | +16.1% | -44.0% | -39.0% |
| 1Y | -18.5% | +20.3% | -38.8% | -33.4% |
| 3Y | +93.9% | +90.4% | +3.4% | -3.7% |
| All | +93.9% | +91.8% | +2.1% | -3.7% |
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