+81.3%
FN vs ESTC
+15.4%
+65.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.1% | -8.1% | -13.3% |
| 7D | -16.0% | -18.5% | +2.5% | -13.2% |
| 30D | -40.1% | -11.0% | -29.1% | -38.9% |
| 3M | -43.9% | +20.8% | -64.7% | -46.0% |
| 6M | -55.6% | +67.9% | -123.5% | -60.0% |
| YTD | -35.7% | +11.6% | -47.3% | -37.3% |
| 1Y | -39.8% | -3.3% | -36.6% | -39.4% |
| All | +81.3% | +15.4% | +65.9% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling