+661.9%
FN vs ESTC
+28.1%
+633.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | -7.0% | -15.9% | +8.9% | -3.5% |
| 30D | -24.7% | -5.5% | -19.2% | -23.8% |
| 3M | -35.7% | +26.2% | -61.9% | -39.6% |
| 6M | -52.4% | +77.0% | -129.4% | -59.0% |
| YTD | -25.0% | +18.9% | -43.8% | -30.4% |
| 1Y | -25.7% | +1.3% | -27.0% | -28.5% |
| 3Y | +110.2% | +24.0% | +86.2% | +82.9% |
| 5Y | +192.3% | -47.7% | +240.0% | +188.6% |
| All | +661.9% | +28.1% | +633.8% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling