+314.0%
ESI vs FDS
+77.2%
+236.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.1% |
| 7D | +3.9% | -8.8% | +12.7% | +7.3% |
| 30D | -3.8% | -1.4% | -2.4% | -3.8% |
| 3M | -13.1% | +13.9% | -27.0% | -19.8% |
| 6M | +11.3% | +27.4% | -16.1% | -5.0% |
| YTD | +44.1% | -2.5% | +46.6% | +39.3% |
| 1Y | +40.3% | -23.8% | +64.1% | +52.8% |
| 3Y | +84.1% | -32.5% | +116.5% | +111.8% |
| 5Y | +75.8% | -23.2% | +99.0% | +84.0% |
| All | +314.0% | +77.2% | +236.8% | +160.4% |
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