+191.9%
NI vs FDS
+127.0%
+64.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +3.1% | -2.6% | +5.7% | +3.7% |
| 30D | +11.2% | +14.1% | -2.9% | +7.6% |
| 3M | +9.8% | +19.8% | -9.9% | +4.5% |
| 6M | -1.6% | +55.0% | -56.6% | -13.7% |
| YTD | +12.6% | +15.9% | -3.3% | +6.4% |
| 1Y | +7.8% | +24.2% | -16.4% | -0.9% |
| 3Y | +100.5% | -24.0% | +124.5% | +114.1% |
| 5Y | +114.4% | -23.3% | +137.8% | +124.5% |
| All | +191.9% | +127.0% | +64.9% | +116.5% |
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