+289.3%
FN vs ES
-5.6%
+294.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -22.0% | -2.0% | -20.0% | -21.9% |
| 3M | -43.0% | +1.7% | -44.7% | -43.2% |
| 6M | -27.7% | -3.5% | -24.2% | -27.8% |
| YTD | -10.5% | +7.9% | -18.4% | -11.5% |
| 1Y | +12.5% | +17.2% | -4.7% | +9.8% |
| 3Y | +153.8% | +29.3% | +124.5% | +139.0% |
| All | +289.3% | -5.6% | +294.9% | +295.5% |
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