-12.1%
FN vs ESI
+22.6%
-34.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.1% |
| 7D | +20.8% | +8.3% | +12.5% | +12.7% |
| 30D | -17.3% | -10.4% | -6.9% | -7.1% |
| 3M | -38.1% | -13.2% | -25.0% | -28.2% |
| 6M | -44.2% | -23.9% | -20.4% | -27.9% |
| YTD | -22.3% | +34.2% | -56.5% | -37.1% |
| All | -12.1% | +22.6% | -34.7% | -24.6% |
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