+868.8%
FN vs ET
+163.3%
+705.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | -22.0% | +7.5% | -29.5% | -23.9% |
| 3M | -43.0% | +11.4% | -54.4% | -45.1% |
| 6M | -27.7% | +18.5% | -46.3% | -32.0% |
| YTD | -10.5% | +37.4% | -47.9% | -19.8% |
| 1Y | +12.5% | +30.9% | -18.4% | +2.3% |
| 3Y | +153.8% | +98.7% | +55.1% | +106.8% |
| 5Y | +288.0% | +230.7% | +57.3% | +172.9% |
| All | +868.8% | +163.3% | +705.5% | +644.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling