-11.8%
NI vs FDS
+37.6%
-49.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.8% |
| 7D | +2.0% | -1.9% | +3.9% | +1.9% |
| 30D | -3.5% | +9.0% | -12.6% | -3.1% |
| 3M | -9.1% | +18.9% | -28.0% | -9.2% |
| 6M | -11.8% | +35.1% | -47.0% | -10.5% |
| All | -11.8% | +37.6% | -49.4% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling