-76.7%
TE vs FN
+457.4%
-534.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.9% | -14.8% | -8.4% |
| 7D | -10.5% | +16.3% | -26.8% | -16.9% |
| 30D | -32.4% | -24.7% | -7.7% | -23.6% |
| 3M | -60.9% | -34.9% | -25.9% | -53.7% |
| 6M | -62.8% | -41.1% | -21.7% | -53.8% |
| YTD | -65.7% | -19.6% | -46.1% | -63.7% |
| 1Y | -39.9% | -18.5% | -21.4% | -36.2% |
| 3Y | +10.6% | +119.1% | -108.5% | -19.8% |
| 5Y | -79.7% | +206.9% | -286.6% | -87.1% |
| All | -76.7% | +457.4% | -534.1% | -85.7% |
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