+224.6%
ESI vs FDS
+218.0%
+6.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.5% | +4.4% |
| 7D | +3.3% | -1.9% | +5.2% | +4.1% |
| 30D | -5.9% | +9.0% | -14.9% | -9.6% |
| 3M | -14.1% | +18.9% | -32.9% | -22.4% |
| 6M | +6.6% | +35.1% | -28.6% | -12.0% |
| YTD | +45.0% | +5.5% | +39.5% | +34.9% |
| 1Y | +41.5% | -16.8% | +58.3% | +47.8% |
| 3Y | +78.8% | -28.1% | +106.8% | +100.4% |
| 5Y | +70.9% | -17.4% | +88.3% | +72.9% |
| 10Y | +317.1% | +85.4% | +231.6% | +147.0% |
| All | +224.6% | +218.0% | +6.6% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling