+160.3%
FN vs ESTC
+25.2%
+135.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.8% |
| 7D | -1.7% | -8.1% | +6.4% | -0.6% |
| 30D | -22.0% | +31.7% | -53.7% | -25.9% |
| 3M | -43.0% | +41.1% | -84.1% | -46.5% |
| 6M | -27.7% | +77.1% | -104.8% | -35.8% |
| YTD | -10.5% | +21.7% | -32.2% | -14.1% |
| 1Y | +12.5% | +8.4% | +4.1% | +10.4% |
| All | +160.3% | +25.2% | +135.2% | +149.9% |
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 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