+32.8%
A vs FDS
-27.1%
+59.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.3% |
| 7D | -1.9% | -1.9% | 0.0% | -1.6% |
| 30D | +6.9% | +9.0% | -2.1% | +5.0% |
| 3M | +9.2% | +18.9% | -9.6% | +5.2% |
| 6M | +25.7% | +35.1% | -9.4% | +16.8% |
| YTD | +11.5% | +5.5% | +6.0% | +11.4% |
| 1Y | +18.4% | -16.8% | +35.2% | +29.0% |
| All | +32.8% | -27.1% | +59.8% | +48.8% |
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