-17.9%
COMP vs FDS
-22.8%
+4.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.7% | +14.4% | +12.6% |
| 7D | +13.4% | -0.5% | +14.0% | +13.6% |
| 30D | +11.1% | +20.2% | -9.1% | +0.8% |
| 3M | -18.8% | +19.9% | -38.7% | -26.9% |
| 6M | +10.5% | +56.2% | -45.7% | -17.4% |
| YTD | -3.4% | +14.6% | -18.0% | -12.4% |
| 1Y | +19.7% | +31.6% | -11.9% | -4.6% |
| 3Y | +381.6% | -23.8% | +405.4% | +485.2% |
| All | -17.9% | -22.8% | +4.9% | -5.4% |
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