+289.3%
FN vs EFV
+96.9%
+192.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.3% |
| 7D | -1.7% | +1.5% | -3.2% | -3.3% |
| 30D | -22.0% | +1.7% | -23.7% | -23.3% |
| 3M | -43.0% | +8.6% | -51.6% | -47.7% |
| 6M | -27.7% | +11.7% | -39.4% | -35.3% |
| YTD | -10.5% | +19.3% | -29.8% | -25.2% |
| 1Y | +12.5% | +30.2% | -17.7% | -13.7% |
| 3Y | +153.8% | +91.6% | +62.2% | +32.1% |
| All | +289.3% | +96.9% | +192.4% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling