+93.9%
FN vs ET
+84.2%
+9.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | +0.3% | +2.5% | -2.3% | -1.4% |
| 30D | -16.5% | -2.5% | -14.1% | -15.2% |
| 3M | -42.1% | -4.9% | -37.3% | -40.5% |
| 6M | -52.9% | -0.1% | -52.8% | -53.3% |
| YTD | -28.0% | +26.2% | -54.2% | -41.5% |
| 1Y | -18.5% | +25.2% | -43.7% | -33.4% |
| 3Y | +93.9% | +84.2% | +9.7% | +29.4% |
| All | +93.9% | +84.2% | +9.7% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling