+655.5%
FN vs ES
+91.2%
+564.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +2.1% | -16.3% | -14.5% |
| 7D | -16.0% | +5.9% | -21.9% | -16.7% |
| 30D | -40.1% | +10.2% | -50.3% | -41.0% |
| 3M | -43.9% | +0.4% | -44.3% | -44.0% |
| 6M | -55.6% | +6.9% | -62.5% | -56.2% |
| YTD | -35.7% | +10.5% | -46.2% | -37.0% |
| 1Y | -39.8% | +3.2% | -43.0% | -40.6% |
| 3Y | +80.3% | +49.0% | +31.2% | +62.8% |
| 5Y | +143.3% | +4.5% | +138.8% | +136.7% |
| All | +655.5% | +91.2% | +564.2% | +662.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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