+3,689.8%
FN vs ET
+770.1%
+2,919.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | -22.0% | +7.5% | -29.5% | -23.2% |
| 3M | -43.0% | +11.4% | -54.4% | -44.4% |
| 6M | -27.7% | +18.5% | -46.3% | -30.5% |
| YTD | -10.5% | +37.4% | -47.9% | -16.6% |
| 1Y | +12.5% | +30.9% | -18.4% | +5.9% |
| 3Y | +153.8% | +98.7% | +55.1% | +122.7% |
| 5Y | +288.0% | +230.7% | +57.3% | +209.6% |
| 10Y | +906.4% | +175.6% | +730.8% | +684.4% |
| All | +3,689.8% | +770.1% | +2,919.7% | +1,578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling