+81.3%
FN vs ESI
+64.8%
+16.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.0% | -6.2% | -7.5% |
| 7D | -16.0% | -13.1% | -2.9% | -4.5% |
| 30D | -40.1% | -18.5% | -21.6% | -28.1% |
| 3M | -43.9% | -19.6% | -24.3% | -31.3% |
| 6M | -55.6% | -29.8% | -25.8% | -39.6% |
| YTD | -35.7% | +23.9% | -59.5% | -44.2% |
| 1Y | -39.8% | +15.0% | -54.8% | -44.5% |
| All | +81.3% | +64.8% | +16.5% | +38.3% |
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 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