+289.3%
FN vs EL
-67.1%
+356.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +2.3% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -22.0% | +19.8% | -41.8% | -26.3% |
| 3M | -43.0% | +25.7% | -68.7% | -47.1% |
| 6M | -27.7% | +5.4% | -33.2% | -30.0% |
| YTD | -10.5% | +0.2% | -10.7% | -13.7% |
| 1Y | +12.5% | +20.4% | -7.9% | +1.0% |
| 3Y | +153.8% | -32.1% | +185.9% | +163.4% |
| All | +289.3% | -67.1% | +356.4% | +464.1% |
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