-21.7%
FN vs ESTC
+0.3%
-22.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +7.0% | +11.9% |
| 7D | +16.3% | -1.2% | +17.5% | +16.0% |
| 30D | -24.7% | -8.1% | -16.6% | -25.2% |
| 3M | -34.9% | +20.2% | -55.1% | -33.3% |
| 6M | -41.1% | +72.7% | -113.8% | -37.2% |
| YTD | -19.6% | +19.6% | -39.3% | -9.8% |
| All | -21.7% | +0.3% | -22.0% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling