+76.2%
ESI vs FDS
-20.4%
+96.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +1.3% |
| 7D | +5.4% | -5.4% | +10.8% | +6.3% |
| 30D | -4.2% | +1.6% | -5.8% | -4.7% |
| 3M | -9.6% | +17.7% | -27.4% | -13.5% |
| 6M | +18.3% | +29.1% | -10.7% | +8.2% |
| YTD | +45.8% | +1.0% | +44.9% | +46.8% |
| 1Y | +39.2% | -21.6% | +60.8% | +56.8% |
| 3Y | +86.3% | -30.1% | +116.4% | +120.1% |
| 5Y | +76.2% | -20.7% | +97.0% | +114.0% |
| All | +76.2% | -20.4% | +96.6% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling