+206.9%
FN vs ES
+2.9%
+204.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +11.9% |
| 7D | +16.3% | -0.1% | +16.4% | +16.2% |
| 30D | -24.7% | +5.7% | -30.5% | -25.0% |
| 3M | -34.9% | -2.8% | -32.1% | -34.8% |
| 6M | -41.1% | +7.0% | -48.1% | -41.7% |
| YTD | -19.6% | +6.8% | -26.4% | -20.6% |
| 1Y | -18.5% | -0.5% | -18.1% | -19.1% |
| 3Y | +119.1% | +47.2% | +72.0% | +98.3% |
| 5Y | +206.9% | +2.3% | +204.7% | +215.0% |
| All | +206.9% | +2.9% | +204.0% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling