+890.0%
FN vs ET
+163.5%
+726.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | -26.0% | +6.9% | -32.8% | -27.7% |
| 3M | -33.3% | +13.1% | -46.3% | -36.1% |
| 6M | -14.9% | +18.7% | -33.6% | -19.9% |
| YTD | -8.6% | +37.4% | -46.0% | -18.1% |
| 1Y | +12.3% | +34.8% | -22.5% | +1.1% |
| 3Y | +174.4% | +96.8% | +77.6% | +124.2% |
| 5Y | +296.4% | +238.2% | +58.2% | +177.2% |
| 10Y | +890.0% | +159.4% | +730.6% | +660.8% |
| All | +890.0% | +163.5% | +726.6% | +660.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ET 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling