+53.1%
CAPR vs FDS
-27.9%
+81.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.1% |
| 7D | -2.0% | -1.9% | -0.1% | -2.1% |
| 30D | +139.2% | +9.0% | +130.2% | +140.2% |
| 3M | -66.4% | +18.9% | -85.2% | -65.2% |
| 6M | -63.1% | +35.1% | -98.3% | -62.7% |
| YTD | -67.4% | +5.5% | -72.9% | -65.3% |
| 1Y | +58.2% | -16.8% | +75.1% | +80.0% |
| All | +53.1% | -27.9% | +81.0% | +57.9% |
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 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