-23.9%
DOW vs FDS
-24.3%
+0.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -9.4% | -5.0% | -4.5% | -8.6% |
| 30D | +8.9% | +13.8% | -4.8% | +6.2% |
| 3M | +6.7% | +14.8% | -8.1% | +3.7% |
| 6M | -14.2% | +47.4% | -61.6% | -21.7% |
| YTD | +36.9% | +14.2% | +22.8% | +35.8% |
| 1Y | +45.8% | +26.6% | +19.1% | +38.4% |
| 3Y | -23.9% | -24.4% | +0.5% | -13.8% |
| All | -23.9% | -24.3% | +0.4% | -13.8% |
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 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