-44.8%
COMP vs FDS
+2.9%
-47.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +2.3% |
| 7D | +1.4% | -1.9% | +3.3% | +2.3% |
| 30D | -13.3% | +9.0% | -22.3% | -17.3% |
| 3M | +41.1% | +18.9% | +22.3% | +26.8% |
| 6M | +17.2% | +35.1% | -18.0% | -4.9% |
| YTD | +5.2% | +5.5% | -0.3% | +0.1% |
| 1Y | +18.9% | -16.8% | +35.7% | +34.0% |
| 3Y | +215.9% | -28.1% | +244.0% | +284.8% |
| 5Y | -31.2% | -17.4% | -13.8% | -20.7% |
| All | -44.8% | +2.9% | -47.7% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling