+287.9%
FN vs ET
+235.6%
+52.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.0% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | -22.0% | +7.5% | -29.5% | -24.9% |
| 3M | -43.0% | +11.4% | -54.4% | -46.2% |
| 6M | -27.7% | +18.5% | -46.3% | -34.2% |
| YTD | -10.5% | +37.4% | -47.9% | -24.9% |
| 1Y | +12.5% | +30.9% | -18.4% | -3.3% |
| 3Y | +153.8% | +98.7% | +55.1% | +89.5% |
| All | +287.9% | +235.6% | +52.3% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling