+693.0%
FN vs ET
+160.8%
+532.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +0.3% | +2.5% | -2.3% | -0.6% |
| 30D | -16.5% | -2.5% | -14.1% | -15.8% |
| 3M | -42.1% | -4.9% | -37.3% | -41.3% |
| 6M | -52.9% | -0.1% | -52.8% | -53.0% |
| YTD | -28.0% | +26.2% | -54.2% | -33.8% |
| 1Y | -18.5% | +25.2% | -43.7% | -24.9% |
| 3Y | +93.9% | +84.2% | +9.7% | +61.5% |
| 5Y | +170.5% | +216.1% | -45.6% | +92.8% |
| All | +693.0% | +160.8% | +532.2% | +465.0% |
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