+2,625.3%
FN vs EL
+365.8%
+2,259.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.9% | -10.3% | -12.9% |
| 7D | -16.0% | -1.1% | -14.9% | -15.7% |
| 30D | -40.1% | +15.3% | -55.4% | -43.3% |
| 3M | -43.9% | +24.2% | -68.1% | -49.0% |
| 6M | -55.6% | +30.9% | -86.5% | -60.9% |
| YTD | -35.7% | +3.9% | -39.5% | -40.0% |
| 1Y | -39.8% | +19.9% | -59.7% | -47.1% |
| 3Y | +80.3% | +2.5% | +77.8% | +56.1% |
| 5Y | +143.3% | -66.7% | +210.0% | +235.5% |
| 10Y | +682.3% | +54.9% | +627.4% | +394.6% |
| All | +2,625.3% | +365.8% | +2,259.6% | +948.3% |
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 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