+409.7%
COMP vs FDS
-24.9%
+434.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | +7.2% | -2.0% | +9.2% | +7.6% |
| 30D | +6.4% | +13.5% | -7.1% | +3.3% |
| 3M | -19.4% | +15.2% | -34.6% | -22.2% |
| 6M | +14.6% | +47.0% | -32.5% | +3.7% |
| YTD | -5.5% | +13.9% | -19.4% | -8.2% |
| 1Y | +13.7% | +25.2% | -11.5% | +5.9% |
| 3Y | +409.7% | -25.3% | +435.0% | +477.5% |
| All | +409.7% | -24.9% | +434.6% | +477.5% |
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