+631.4%
FN vs ESTC
+25.9%
+605.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -7.1% |
| 7D | +0.3% | +2.4% | -2.1% | -0.2% |
| 30D | -16.5% | -4.2% | -12.3% | -15.5% |
| 3M | -42.1% | +2.5% | -44.6% | -42.9% |
| 6M | -52.9% | +81.5% | -134.4% | -59.5% |
| YTD | -28.0% | +16.8% | -44.8% | -32.7% |
| 1Y | -18.5% | -3.5% | -15.1% | -20.5% |
| 3Y | +93.9% | +17.7% | +76.1% | +71.2% |
| 5Y | +170.5% | -51.7% | +222.2% | +173.8% |
| All | +631.4% | +25.9% | +605.5% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling