+860.4%
FN vs NWSA
+148.7%
+711.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.9% |
| 7D | -1.7% | -1.9% | +0.2% | -1.0% |
| 30D | -22.0% | +4.6% | -26.6% | -23.8% |
| 3M | -43.0% | +13.2% | -56.2% | -46.8% |
| 6M | -27.7% | +27.0% | -54.7% | -36.5% |
| YTD | -10.5% | +16.8% | -27.4% | -18.9% |
| 1Y | +12.5% | +4.5% | +8.0% | +7.0% |
| 3Y | +153.8% | +46.2% | +107.6% | +105.5% |
| 5Y | +288.0% | +40.9% | +247.1% | +211.0% |
| All | +860.4% | +148.7% | +711.7% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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