+3,689.8%
FN vs ES
+378.3%
+3,311.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -22.0% | -2.0% | -20.0% | -21.6% |
| 3M | -43.0% | +1.7% | -44.7% | -43.5% |
| 6M | -27.7% | -3.5% | -24.2% | -27.5% |
| YTD | -10.5% | +7.9% | -18.4% | -13.0% |
| 1Y | +12.5% | +17.2% | -4.7% | +6.4% |
| 3Y | +153.8% | +29.3% | +124.5% | +126.8% |
| 5Y | +288.0% | -5.7% | +293.7% | +281.2% |
| 10Y | +906.4% | +85.2% | +821.2% | +604.9% |
| All | +3,689.8% | +378.3% | +3,311.5% | +1,180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling