+906.2%
FN vs FE
+115.1%
+791.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | -22.0% | -1.2% | -20.8% | -21.8% |
| 3M | -43.0% | +3.5% | -46.5% | -43.6% |
| 6M | -27.7% | -6.1% | -21.7% | -27.0% |
| YTD | -10.5% | +7.6% | -18.1% | -12.3% |
| 1Y | +12.5% | +11.9% | +0.6% | +9.1% |
| 3Y | +153.8% | +48.4% | +105.4% | +126.2% |
| 5Y | +288.0% | +44.8% | +243.2% | +246.4% |
| All | +906.2% | +115.1% | +791.1% | +762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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