+826.4%
FN vs NWSA
+159.6%
+666.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +11.6% |
| 7D | +16.3% | -10.5% | +26.8% | +21.8% |
| 30D | -24.7% | -8.8% | -16.0% | -22.1% |
| 3M | -34.9% | -6.5% | -28.4% | -33.8% |
| 6M | -41.1% | -1.3% | -39.8% | -42.4% |
| YTD | -19.6% | +2.5% | -22.1% | -23.6% |
| 1Y | -18.5% | +0.2% | -18.7% | -21.7% |
| 3Y | +119.1% | +27.6% | +91.5% | +86.6% |
| 5Y | +206.9% | +17.0% | +190.0% | +164.7% |
| 10Y | +826.4% | +148.3% | +678.1% | +418.3% |
| All | +826.4% | +159.6% | +666.8% | +418.3% |
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