+80.2%
ESI vs FDS
-24.3%
+104.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.1% |
| 7D | -3.5% | -5.0% | +1.5% | -3.6% |
| 30D | -9.3% | +13.8% | -23.0% | -9.2% |
| 3M | -12.8% | +14.8% | -27.6% | -12.7% |
| 6M | -24.6% | +47.4% | -72.0% | -26.5% |
| YTD | +32.7% | +14.2% | +18.6% | +39.1% |
| 1Y | +20.3% | +26.6% | -6.3% | +21.1% |
| 3Y | +80.2% | -24.4% | +104.6% | +118.6% |
| All | +80.2% | -24.3% | +104.5% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling