+794.1%
FN vs EL
+60.9%
+733.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -4.1% | +7.6% | -11.7% | -6.1% |
| 30D | -28.3% | +15.7% | -44.0% | -31.5% |
| 3M | -33.9% | +30.5% | -64.4% | -39.8% |
| 6M | -43.9% | +32.5% | -76.4% | -49.7% |
| YTD | -23.4% | +9.4% | -32.9% | -28.8% |
| 1Y | -25.4% | +28.4% | -53.8% | -34.7% |
| 3Y | +107.9% | +4.4% | +103.5% | +82.7% |
| 5Y | +195.1% | -64.5% | +259.6% | +290.2% |
| 10Y | +794.1% | +64.9% | +729.2% | +711.5% |
| All | +794.1% | +60.9% | +733.2% | +711.5% |
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