+166.1%
B vs FDS
-23.2%
+189.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.6% |
| 7D | +9.6% | -0.5% | +10.1% | +9.6% |
| 30D | +3.5% | +20.2% | -16.7% | +3.4% |
| 3M | -1.6% | +19.9% | -21.4% | -1.5% |
| 6M | -1.7% | +56.2% | -57.8% | -2.0% |
| YTD | -5.3% | +14.6% | -19.9% | -4.5% |
| 1Y | +27.2% | +31.6% | -4.4% | +26.8% |
| 3Y | +166.1% | -23.8% | +189.9% | +183.3% |
| All | +166.1% | -23.2% | +189.3% | +183.3% |
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 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