+693.0%
FN vs NWSA
+148.1%
+544.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.7% | -10.0% | -8.4% |
| 7D | +0.3% | +2.2% | -1.9% | -0.6% |
| 30D | -16.5% | -8.8% | -7.8% | -13.6% |
| 3M | -42.1% | -6.5% | -35.6% | -41.2% |
| 6M | -52.9% | +1.5% | -54.4% | -54.5% |
| YTD | -28.0% | +4.0% | -32.0% | -32.0% |
| 1Y | -18.5% | +3.4% | -21.9% | -22.9% |
| 3Y | +93.9% | +34.8% | +59.0% | +61.1% |
| 5Y | +170.5% | +18.4% | +152.1% | +132.1% |
| All | +693.0% | +148.1% | +544.8% | +340.6% |
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