+191.8%
FN vs NWSA
+15.3%
+176.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | +20.8% | -0.8% | +21.6% | +21.1% |
| 30D | -17.3% | -11.3% | -6.0% | -14.0% |
| 3M | -38.1% | -8.1% | -30.1% | -36.9% |
| 6M | -44.2% | -0.7% | -43.5% | -45.5% |
| YTD | -22.3% | +1.3% | -23.6% | -25.3% |
| 1Y | -20.9% | -1.3% | -19.6% | -23.0% |
| 3Y | +111.1% | +28.4% | +82.7% | +79.0% |
| 5Y | +191.8% | +15.3% | +176.5% | +147.0% |
| All | +191.8% | +15.3% | +176.5% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling