+3,078.0%
FN vs ES
+379.9%
+2,698.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.0% | -6.4% |
| 7D | -7.0% | +5.3% | -12.3% | -8.2% |
| 30D | -24.7% | +8.9% | -33.6% | -26.4% |
| 3M | -35.7% | -1.9% | -33.7% | -35.5% |
| 6M | -52.4% | +3.9% | -56.3% | -53.2% |
| YTD | -25.0% | +8.3% | -33.2% | -27.3% |
| 1Y | -25.7% | -0.1% | -25.5% | -26.7% |
| 3Y | +110.2% | +46.0% | +64.2% | +80.6% |
| 5Y | +192.3% | +3.1% | +189.3% | +178.4% |
| 10Y | +812.3% | +88.4% | +723.8% | +531.7% |
| All | +3,078.0% | +379.9% | +2,698.2% | +970.4% |
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