+147.2%
AR vs FDS
-17.4%
+164.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.1% |
| 7D | +2.5% | -1.9% | +4.4% | +2.9% |
| 30D | +14.8% | +9.0% | +5.8% | +12.3% |
| 3M | +6.2% | +18.9% | -12.6% | +1.1% |
| 6M | +4.3% | +35.1% | -30.8% | -4.7% |
| YTD | +14.4% | +5.5% | +8.9% | +12.8% |
| 1Y | +21.3% | -16.8% | +38.1% | +29.9% |
| 3Y | +39.8% | -28.1% | +67.9% | +55.8% |
| All | +147.2% | -17.4% | +164.6% | +213.3% |
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