+826.4%
FN vs ET
+169.5%
+656.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.6% |
| 7D | +16.3% | -4.4% | +20.7% | +18.1% |
| 30D | -24.7% | -4.8% | -20.0% | -23.5% |
| 3M | -34.9% | -3.4% | -31.5% | -34.3% |
| 6M | -41.1% | +2.2% | -43.3% | -41.7% |
| YTD | -19.6% | +24.2% | -43.8% | -25.8% |
| 1Y | -18.5% | +24.5% | -43.0% | -24.8% |
| 3Y | +119.1% | +83.6% | +35.5% | +82.8% |
| 5Y | +206.9% | +203.4% | +3.6% | +121.1% |
| 10Y | +826.4% | +166.5% | +659.9% | +552.9% |
| All | +826.4% | +169.5% | +656.9% | +552.9% |
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