+1,680.0%
NI vs FDS
+9,502.8%
-7,822.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | 0.0% |
| 7D | +2.0% | -1.9% | +3.9% | +2.3% |
| 30D | -3.5% | +9.0% | -12.6% | -5.1% |
| 3M | -9.1% | +18.9% | -28.0% | -12.3% |
| 6M | -11.8% | +35.1% | -47.0% | -17.5% |
| YTD | +1.1% | +5.5% | -4.4% | -1.6% |
| 1Y | +6.7% | -16.8% | +23.5% | +8.0% |
| 3Y | +71.1% | -28.1% | +99.1% | +76.9% |
| 5Y | +94.3% | -17.4% | +111.7% | +94.7% |
| 10Y | +135.8% | +85.4% | +50.3% | +104.2% |
| All | +1,680.0% | +9,502.8% | -7,822.9% | +1,006.6% |
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 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