+794.1%
FN vs EFX
+69.3%
+724.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | -4.1% | +0.3% | -4.3% | -4.3% |
| 30D | -28.3% | +29.1% | -57.4% | -34.3% |
| 3M | -33.9% | +4.3% | -38.1% | -36.0% |
| 6M | -43.9% | +7.7% | -51.6% | -47.4% |
| YTD | -23.4% | -12.5% | -11.0% | -23.6% |
| 1Y | -25.4% | -8.8% | -16.6% | -26.8% |
| 3Y | +107.9% | +4.3% | +103.6% | +86.3% |
| 5Y | +195.1% | -29.4% | +224.5% | +200.0% |
| 10Y | +794.1% | +78.1% | +716.0% | +498.5% |
| All | +794.1% | +69.3% | +724.8% | +498.5% |
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