+113.6%
C vs FDS
-21.2%
+134.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.1% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | -5.3% | +16.0% | -21.3% | -8.2% |
| 3M | -8.0% | +18.8% | -26.8% | -11.6% |
| 6M | -0.3% | +54.1% | -54.4% | -11.0% |
| YTD | +8.6% | +17.0% | -8.4% | +5.0% |
| 1Y | +25.8% | +25.5% | +0.3% | +17.9% |
| 3Y | +221.2% | -23.3% | +244.5% | +261.6% |
| 5Y | +113.6% | -22.6% | +136.2% | +122.9% |
| All | +113.6% | -21.2% | +134.8% | +122.9% |
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