+1,893.7%
NI vs FDS
+10,480.1%
-8,586.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +4.3% | +1.5% | +2.8% | +4.0% |
| 30D | +12.4% | +14.8% | -2.5% | +9.6% |
| 3M | +10.2% | +16.3% | -6.1% | +6.9% |
| 6M | -0.8% | +66.2% | -67.0% | -10.3% |
| YTD | +13.2% | +16.2% | -3.0% | +8.1% |
| 1Y | +10.1% | +21.8% | -11.8% | +4.0% |
| 3Y | +103.1% | -23.9% | +127.0% | +107.5% |
| 5Y | +115.5% | -23.1% | +138.7% | +118.3% |
| 10Y | +195.5% | +128.7% | +66.8% | +146.8% |
| All | +1,893.7% | +10,480.1% | -8,586.4% | +1,115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling