+743.6%
FN vs EL
+56.3%
+687.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.4% | +11.0% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -34.3% | +16.5% | -50.8% | -37.5% |
| 3M | -39.9% | +29.2% | -69.0% | -45.2% |
| 6M | -51.8% | +27.9% | -79.7% | -56.3% |
| YTD | -28.1% | +6.2% | -34.3% | -32.6% |
| 1Y | -29.1% | +27.2% | -56.2% | -37.8% |
| 3Y | +102.4% | +3.2% | +99.2% | +78.2% |
| 5Y | +171.7% | -66.0% | +237.6% | +264.1% |
| All | +743.6% | +56.3% | +687.3% | +698.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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