+8.5%
NI vs FDS
+31.1%
-22.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.6% |
| 7D | +3.9% | +9.4% | -5.5% | +4.2% |
| 30D | +15.3% | +23.8% | -8.5% | +16.1% |
| 3M | +2.4% | +25.1% | -22.7% | +3.3% |
| 6M | -4.5% | +53.8% | -58.3% | -2.8% |
| YTD | +11.4% | +19.6% | -8.2% | +12.2% |
| 1Y | +8.5% | +31.6% | -23.2% | +9.0% |
| All | +8.5% | +31.1% | -22.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling