+629.5%
FN vs ESTC
+23.0%
+606.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.4% | +11.2% |
| 7D | 0.0% | -11.5% | +11.5% | +2.7% |
| 30D | -34.3% | -7.5% | -26.8% | -33.0% |
| 3M | -39.9% | +23.1% | -62.9% | -43.2% |
| 6M | -51.8% | +75.3% | -127.1% | -58.4% |
| YTD | -28.1% | +14.1% | -42.3% | -32.6% |
| 1Y | -29.1% | -0.6% | -28.5% | -31.4% |
| 3Y | +102.4% | +20.8% | +81.6% | +77.4% |
| 5Y | +171.7% | -48.8% | +220.4% | +169.7% |
| All | +629.5% | +23.0% | +606.6% | +383.9% |
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