+108.4%
B vs FDS
-23.2%
+131.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -6.2% | -2.6% | -3.6% | -6.1% |
| 30D | -6.6% | +14.1% | -20.7% | -7.4% |
| 3M | -7.9% | +19.8% | -27.6% | -8.9% |
| 6M | -16.8% | +55.0% | -71.8% | -19.5% |
| YTD | -11.7% | +15.9% | -27.6% | -12.1% |
| 1Y | +3.5% | +24.2% | -20.7% | +1.8% |
| 3Y | +165.7% | -24.0% | +189.8% | +183.3% |
| 5Y | +108.4% | -23.3% | +131.7% | +123.4% |
| All | +108.4% | -23.2% | +131.6% | +123.4% |
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