+677.3%
FN vs ESTC
+24.6%
+652.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.4% | -4.0% |
| 7D | -4.1% | -3.6% | -0.5% | -3.0% |
| 30D | -28.3% | -11.2% | -17.2% | -26.3% |
| 3M | -33.9% | +14.3% | -48.2% | -36.4% |
| 6M | -43.9% | +67.0% | -110.9% | -50.9% |
| YTD | -23.4% | +15.7% | -39.1% | -28.3% |
| 1Y | -25.4% | -6.3% | -19.2% | -26.7% |
| 3Y | +107.9% | +14.5% | +93.4% | +84.8% |
| 5Y | +195.1% | -49.9% | +245.0% | +195.6% |
| All | +677.3% | +24.6% | +652.6% | +414.6% |
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