+173.5%
FN vs ES
+1.4%
+172.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +11.7% |
| 7D | 0.0% | +1.9% | -1.9% | -0.2% |
| 30D | -34.3% | +7.1% | -41.4% | -34.6% |
| 3M | -39.9% | -1.9% | -37.9% | -39.8% |
| 6M | -51.8% | +4.4% | -56.2% | -52.2% |
| YTD | -28.1% | +7.3% | -35.5% | -29.0% |
| 1Y | -29.1% | +2.1% | -31.2% | -29.8% |
| 3Y | +102.4% | +41.8% | +60.6% | +85.3% |
| All | +173.5% | +1.4% | +172.1% | +181.2% |
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 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