+3,689.8%
FN vs EL
+349.4%
+3,340.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +2.1% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -22.0% | +19.8% | -41.8% | -27.7% |
| 3M | -43.0% | +25.7% | -68.7% | -48.3% |
| 6M | -27.7% | +5.4% | -33.2% | -31.1% |
| YTD | -10.5% | +0.2% | -10.7% | -14.9% |
| 1Y | +12.5% | +20.4% | -7.9% | -1.4% |
| 3Y | +153.8% | -32.1% | +185.9% | +161.3% |
| 5Y | +288.0% | -67.2% | +355.2% | +439.5% |
| 10Y | +906.4% | +31.7% | +874.7% | +590.8% |
| All | +3,689.8% | +349.4% | +3,340.4% | +1,385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling