-78.3%
TE vs FN
+462.1%
-540.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +0.2% |
| 7D | -22.0% | +8.0% | -30.0% | -24.9% |
| 30D | -33.6% | -19.1% | -14.5% | -27.3% |
| 3M | -61.1% | -29.8% | -31.2% | -55.6% |
| 6M | -64.7% | -43.2% | -21.5% | -55.4% |
| YTD | -68.1% | -18.9% | -49.2% | -66.3% |
| 1Y | -51.7% | -17.9% | -33.8% | -49.0% |
| 3Y | +42.0% | +120.1% | -78.1% | +2.8% |
| 5Y | -80.8% | +206.7% | -287.5% | -87.8% |
| All | -78.3% | +462.1% | -540.4% | -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