+295.3%
ESI vs FDS
+66.9%
+228.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.8% | +1.3% | -2.4% |
| 7D | -2.3% | -16.0% | +13.7% | +4.0% |
| 30D | -9.0% | -6.7% | -2.3% | -7.1% |
| 3M | -13.3% | +6.0% | -19.2% | -17.6% |
| 6M | +5.3% | +25.1% | -19.8% | -9.9% |
| YTD | +37.6% | -8.1% | +45.8% | +36.1% |
| 1Y | +33.6% | -26.0% | +59.6% | +46.3% |
| 3Y | +75.8% | -36.4% | +112.2% | +106.9% |
| 5Y | +68.6% | -27.7% | +96.3% | +80.6% |
| All | +295.3% | +66.9% | +228.5% | +154.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling