+103.1%
NI vs FDS
-23.3%
+126.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +4.3% | +1.5% | +2.8% | +4.2% |
| 30D | +12.4% | +14.8% | -2.5% | +11.6% |
| 3M | +10.2% | +16.3% | -6.1% | +9.4% |
| 6M | -0.8% | +66.2% | -67.0% | -4.2% |
| YTD | +13.2% | +16.2% | -3.0% | +14.1% |
| 1Y | +10.1% | +21.8% | -11.8% | +9.8% |
| 3Y | +103.1% | -23.9% | +127.0% | +121.2% |
| All | +103.1% | -23.3% | +126.4% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling