+145.0%
ALL vs FDS
-22.8%
+167.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -3.7% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +13.8% | +20.2% | -6.4% | +9.7% |
| 3M | -7.0% | +19.9% | -26.9% | -10.5% |
| 6M | +18.0% | +56.2% | -38.1% | +7.3% |
| YTD | +24.2% | +14.6% | +9.6% | +20.4% |
| 1Y | +31.2% | +31.6% | -0.4% | +22.4% |
| 3Y | +107.5% | -23.8% | +131.4% | +123.2% |
| All | +145.0% | -22.8% | +167.8% | +153.8% |
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 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