+63.5%
DD vs FDS
-16.8%
+80.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.0% |
| 7D | -3.5% | -1.9% | -1.6% | -3.2% |
| 30D | -10.3% | +9.0% | -19.3% | -11.9% |
| 3M | -7.5% | +18.9% | -26.4% | -11.2% |
| 6M | -8.0% | +35.1% | -43.1% | -15.3% |
| YTD | +10.5% | +5.5% | +5.0% | +10.3% |
| 1Y | +38.3% | -16.8% | +55.1% | +51.0% |
| 3Y | +42.5% | -28.1% | +70.5% | +63.0% |
| All | +63.5% | -16.8% | +80.3% | +82.8% |
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