+94.7%
DE vs FDS
-22.8%
+117.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | +9.3% | +16.0% | -6.7% | +8.4% |
| 3M | +12.2% | +18.8% | -6.6% | +11.0% |
| 6M | +18.1% | +54.1% | -36.0% | +14.3% |
| YTD | +49.8% | +17.0% | +32.8% | +54.0% |
| 1Y | +46.4% | +25.5% | +20.9% | +47.2% |
| All | +94.7% | -22.8% | +117.5% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling