+728.2%
FN vs ET
+167.1%
+561.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +11.5% |
| 7D | 0.0% | -7.9% | +7.8% | +2.7% |
| 30D | -34.3% | -5.9% | -28.4% | -33.0% |
| 3M | -39.9% | -5.2% | -34.6% | -38.9% |
| 6M | -51.8% | +0.3% | -52.1% | -52.0% |
| YTD | -28.1% | +23.1% | -51.2% | -33.5% |
| 1Y | -29.1% | +22.7% | -51.8% | -34.3% |
| 3Y | +102.4% | +75.4% | +27.1% | +71.0% |
| 5Y | +171.7% | +202.6% | -31.0% | +95.9% |
| All | +728.2% | +167.1% | +561.1% | +485.2% |
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