+2,248.1%
FN vs ESI
+224.6%
+2,023.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +1.9% |
| 7D | -1.7% | +3.3% | -5.0% | -3.0% |
| 30D | -22.0% | -5.9% | -16.1% | -19.6% |
| 3M | -43.0% | -14.1% | -28.9% | -38.7% |
| 6M | -27.7% | +6.6% | -34.3% | -28.3% |
| YTD | -10.5% | +45.0% | -55.5% | -21.0% |
| 1Y | +12.5% | +41.5% | -29.0% | +0.4% |
| 3Y | +153.8% | +78.8% | +75.0% | +110.5% |
| 5Y | +288.0% | +70.9% | +217.1% | +224.7% |
| 10Y | +906.4% | +317.1% | +589.3% | +548.1% |
| All | +2,248.1% | +224.6% | +2,023.5% | +1,542.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling