-78.9%
TE vs FN
+430.9%
-509.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.8% | -4.8% | -7.4% |
| 7D | -26.9% | -4.1% | -22.8% | -25.6% |
| 30D | -38.9% | -28.3% | -10.6% | -29.3% |
| 3M | -61.0% | -33.9% | -27.1% | -54.3% |
| 6M | -66.4% | -43.9% | -22.5% | -57.2% |
| YTD | -69.0% | -23.4% | -45.6% | -66.4% |
| 1Y | -54.0% | -25.4% | -28.6% | -49.3% |
| 3Y | +38.0% | +107.9% | -69.9% | +2.6% |
| 5Y | -81.0% | +195.1% | -276.1% | -87.6% |
| All | -78.9% | +430.9% | -509.8% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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