+2,943.1%
FN vs EFV
+245.7%
+2,697.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.1% | +13.0% |
| 7D | 0.0% | -0.7% | +0.6% | +0.3% |
| 30D | -34.3% | +0.9% | -35.2% | -35.1% |
| 3M | -39.9% | -3.6% | -36.3% | -38.0% |
| 6M | -51.8% | +2.5% | -54.4% | -53.0% |
| YTD | -28.1% | +13.2% | -41.3% | -35.9% |
| 1Y | -29.1% | +20.3% | -49.4% | -40.0% |
| 3Y | +102.4% | +84.9% | +17.5% | +15.3% |
| 5Y | +171.7% | +87.7% | +83.9% | +52.7% |
| 10Y | +773.5% | +160.7% | +612.8% | +267.6% |
| All | +2,943.1% | +245.7% | +2,697.4% | +964.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling