+12.5%
FN vs ESI
+44.5%
-32.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +0.7% |
| 7D | -1.7% | +3.3% | -5.0% | -4.4% |
| 30D | -22.0% | -5.9% | -16.1% | -17.1% |
| 3M | -43.0% | -14.1% | -28.9% | -34.5% |
| 6M | -27.7% | +6.6% | -34.3% | -30.3% |
| YTD | -10.5% | +45.0% | -55.5% | -32.5% |
| 1Y | +12.5% | +41.5% | -29.0% | -13.1% |
| All | +12.5% | +44.5% | -32.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling