+318.5%
ESI vs FDS
+127.7%
+190.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +5.5% | +1.5% | +4.1% | +5.0% |
| 30D | -7.8% | +14.8% | -22.6% | -12.7% |
| 3M | -15.0% | +16.3% | -31.3% | -20.7% |
| 6M | -24.9% | +66.2% | -91.1% | -42.0% |
| YTD | +33.2% | +16.2% | +17.0% | +19.7% |
| 1Y | +24.9% | +21.8% | +3.1% | +8.9% |
| 3Y | +77.8% | -23.9% | +101.6% | +96.4% |
| 5Y | +37.1% | -23.1% | +60.3% | +48.1% |
| All | +318.5% | +127.7% | +190.9% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling