+119.1%
FN vs ESI
+77.3%
+41.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.7% | +7.4% |
| 7D | +16.3% | -3.5% | +19.7% | +21.3% |
| 30D | -24.7% | -9.3% | -15.5% | -17.0% |
| 3M | -34.9% | -12.8% | -22.1% | -25.3% |
| 6M | -41.1% | -24.6% | -16.5% | -24.3% |
| YTD | -19.6% | +32.7% | -52.4% | -34.1% |
| 1Y | -18.5% | +20.3% | -38.8% | -27.6% |
| 3Y | +119.1% | +80.2% | +38.9% | +48.5% |
| All | +119.1% | +77.3% | +41.8% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling