+826.4%
FN vs EFX
+63.8%
+762.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.5% | +12.0% |
| 7D | +16.3% | -2.2% | +18.5% | +16.6% |
| 30D | -24.7% | +29.2% | -53.9% | -31.0% |
| 3M | -34.9% | +3.5% | -38.4% | -36.9% |
| 6M | -41.1% | +7.8% | -48.9% | -44.7% |
| YTD | -19.6% | -12.4% | -7.2% | -19.8% |
| 1Y | -18.5% | -8.2% | -10.3% | -20.2% |
| 3Y | +119.1% | +4.7% | +114.4% | +96.1% |
| 5Y | +206.9% | -32.0% | +239.0% | +216.4% |
| 10Y | +826.4% | +69.1% | +757.4% | +541.6% |
| All | +826.4% | +63.8% | +762.6% | +541.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling