+743.6%
FN vs ESI
+312.6%
+431.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.9% | +9.7% | +10.5% |
| 7D | 0.0% | -8.5% | +8.5% | +6.1% |
| 30D | -34.3% | -15.7% | -18.7% | -26.7% |
| 3M | -39.9% | -18.2% | -21.6% | -31.2% |
| 6M | -51.8% | -28.8% | -23.0% | -40.3% |
| YTD | -28.1% | +26.3% | -54.4% | -34.4% |
| 1Y | -29.1% | +18.2% | -47.3% | -32.8% |
| 3Y | +102.4% | +68.1% | +34.3% | +62.4% |
| 5Y | +171.7% | +28.8% | +142.9% | +140.4% |
| All | +743.6% | +312.6% | +431.0% | +460.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling