+104.4%
COST vs FDS
-23.5%
+127.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -2.8% | -8.8% | +6.0% | -0.6% |
| 30D | -5.3% | -1.4% | -3.9% | -5.1% |
| 3M | -6.7% | +13.9% | -20.5% | -10.3% |
| 6M | -9.9% | +27.4% | -37.3% | -17.2% |
| YTD | +5.1% | -2.5% | +7.6% | +5.5% |
| 1Y | -7.3% | -23.8% | +16.5% | +2.3% |
| 3Y | +70.4% | -32.5% | +102.9% | +93.5% |
| 5Y | +104.4% | -23.2% | +127.6% | +131.4% |
| All | +104.4% | -23.5% | +127.9% | +131.4% |
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