+140.2%
NI vs FDS
+66.9%
+73.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | +0.8% |
| 7D | -0.6% | -16.0% | +15.4% | +3.6% |
| 30D | -1.4% | -6.7% | +5.3% | 0.0% |
| 3M | -10.6% | +6.0% | -16.5% | -12.8% |
| 6M | -9.9% | +25.1% | -35.0% | -17.2% |
| YTD | +1.2% | -8.1% | +9.3% | +1.4% |
| 1Y | +4.4% | -26.0% | +30.4% | +11.6% |
| 3Y | +68.6% | -36.4% | +105.0% | +87.2% |
| 5Y | +98.0% | -27.7% | +125.7% | +105.6% |
| All | +140.2% | +66.9% | +73.4% | +93.6% |
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 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