-17.9%
FN vs ESI
+23.9%
-41.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +2.1% |
| 7D | +8.0% | +1.8% | +6.2% | +7.2% |
| 30D | -19.1% | -6.6% | -12.6% | -12.7% |
| 3M | -29.8% | -9.4% | -20.5% | -21.5% |
| 6M | -43.2% | -24.1% | -19.1% | -26.5% |
| YTD | -18.9% | +37.1% | -56.1% | -37.9% |
| 1Y | -17.9% | +24.5% | -42.4% | -30.3% |
| All | -17.9% | +23.9% | -41.7% | -30.3% |
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