-34.6%
DOW vs FDS
-30.4%
-4.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.3% |
| 7D | -2.9% | -5.4% | +2.5% | -1.9% |
| 30D | +2.0% | +1.6% | +0.4% | +1.6% |
| 3M | -12.5% | +17.7% | -30.3% | -15.8% |
| 6M | -9.2% | +29.1% | -38.3% | -15.0% |
| YTD | +30.8% | +1.0% | +29.8% | +32.9% |
| 1Y | +29.4% | -21.6% | +51.0% | +44.9% |
| 3Y | -34.6% | -30.1% | -4.4% | -24.0% |
| All | -34.6% | -30.4% | -4.1% | -24.0% |
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