+1,588.6%
FN vs ESI
+177.3%
+1,411.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.0% | -6.2% | -10.9% |
| 7D | -16.0% | -13.1% | -2.9% | -10.3% |
| 30D | -40.1% | -18.5% | -21.6% | -34.2% |
| 3M | -43.9% | -19.6% | -24.3% | -37.6% |
| 6M | -55.6% | -29.8% | -25.8% | -47.7% |
| YTD | -35.7% | +23.9% | -59.5% | -38.8% |
| 1Y | -39.8% | +15.0% | -54.8% | -41.0% |
| 3Y | +80.3% | +64.3% | +15.9% | +57.7% |
| 5Y | +143.3% | +26.3% | +116.9% | +128.2% |
| 10Y | +682.3% | +321.7% | +360.6% | +429.9% |
| All | +1,588.6% | +177.3% | +1,411.3% | +1,173.7% |
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