-25.6%
COMP vs FDS
-19.3%
-6.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.7% | -7.9% |
| 7D | -1.8% | +6.4% | -8.2% | -4.9% |
| 30D | -0.8% | +25.2% | -25.9% | -11.6% |
| 3M | -28.1% | +22.9% | -51.1% | -35.9% |
| 6M | +27.0% | +56.5% | -29.5% | -5.0% |
| YTD | -12.8% | +19.0% | -31.7% | -22.2% |
| 1Y | +4.9% | +32.7% | -27.8% | -15.7% |
| 3Y | +321.0% | -20.4% | +341.4% | +398.9% |
| 5Y | -25.6% | -19.6% | -6.0% | -15.1% |
| All | -25.6% | -19.3% | -6.3% | -15.1% |
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