+143.3%
FN vs FE
+46.2%
+97.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.2% | -14.1% | -14.2% |
| 7D | -16.0% | +0.6% | -16.6% | -16.1% |
| 30D | -40.1% | +6.4% | -46.5% | -40.6% |
| 3M | -43.9% | -0.5% | -43.4% | -43.9% |
| 6M | -55.6% | +4.7% | -60.4% | -56.1% |
| YTD | -35.7% | +8.4% | -44.0% | -36.8% |
| 1Y | -39.8% | +7.2% | -47.1% | -40.7% |
| 3Y | +80.3% | +44.9% | +35.4% | +61.5% |
| 5Y | +143.3% | +46.3% | +97.0% | +115.7% |
| All | +143.3% | +46.2% | +97.1% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling