+105.9%
C vs FDS
-22.8%
+128.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -6.0% | +20.2% | -26.2% | -9.5% |
| 3M | -10.5% | +19.9% | -30.4% | -14.2% |
| 6M | -5.7% | +56.2% | -61.9% | -16.4% |
| YTD | +4.1% | +14.6% | -10.4% | +1.0% |
| 1Y | +20.5% | +31.6% | -11.1% | +10.3% |
| 3Y | +208.1% | -23.8% | +231.9% | +246.1% |
| All | +105.9% | -22.8% | +128.7% | +112.9% |
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