+41.5%
ESI vs FDS
-17.4%
+58.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.5% | +2.3% |
| 7D | +3.3% | -1.9% | +5.2% | +3.0% |
| 30D | -5.9% | +9.0% | -14.9% | -4.3% |
| 3M | -14.1% | +18.9% | -32.9% | -10.1% |
| 6M | +6.6% | +35.1% | -28.6% | +12.1% |
| YTD | +45.0% | +5.5% | +39.5% | +54.7% |
| 1Y | +41.5% | -16.8% | +58.3% | +47.9% |
| All | +41.5% | -17.4% | +58.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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