+173.5%
FN vs EL
-66.1%
+239.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.4% | +11.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -34.3% | +16.5% | -50.8% | -37.0% |
| 3M | -39.9% | +29.2% | -69.0% | -44.4% |
| 6M | -51.8% | +27.9% | -79.7% | -55.7% |
| YTD | -28.1% | +6.2% | -34.3% | -31.9% |
| 1Y | -29.1% | +27.2% | -56.2% | -37.0% |
| 3Y | +102.4% | +3.2% | +99.2% | +78.5% |
| All | +173.5% | -66.1% | +239.6% | +278.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling