+2,139.1%
FN vs NWSA
+98.2%
+2,040.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +11.8% |
| 7D | 0.0% | -9.4% | +9.3% | +3.9% |
| 30D | -34.3% | -7.8% | -26.6% | -32.4% |
| 3M | -39.9% | -10.8% | -29.1% | -37.8% |
| 6M | -51.8% | +1.1% | -52.9% | -53.4% |
| YTD | -28.1% | +1.8% | -29.9% | -31.3% |
| 1Y | -29.1% | +6.0% | -35.1% | -33.6% |
| 3Y | +102.4% | +24.6% | +77.9% | +76.4% |
| 5Y | +171.7% | +13.1% | +158.5% | +140.4% |
| 10Y | +773.5% | +148.5% | +625.0% | +430.8% |
| All | +2,139.1% | +98.2% | +2,040.9% | +1,378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling