+96.9%
NI vs FDS
-20.8%
+117.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.8% |
| 7D | +2.3% | -5.4% | +7.7% | +3.0% |
| 30D | -1.7% | +1.6% | -3.2% | -2.0% |
| 3M | -8.0% | +17.7% | -25.7% | -10.5% |
| 6M | -8.6% | +29.1% | -37.7% | -12.9% |
| YTD | +2.3% | +1.0% | +1.4% | +2.6% |
| 1Y | +6.9% | -21.6% | +28.6% | +14.1% |
| 3Y | +70.6% | -30.1% | +100.7% | +85.8% |
| All | +96.9% | -20.8% | +117.6% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling