-35.9%
DOW vs FDS
-20.4%
-15.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.4% |
| 7D | -2.9% | -5.4% | +2.5% | -1.8% |
| 30D | +2.0% | +1.6% | +0.4% | +1.5% |
| 3M | -12.5% | +17.7% | -30.3% | -16.3% |
| 6M | -9.2% | +29.1% | -38.3% | -15.8% |
| YTD | +30.8% | +1.0% | +29.8% | +30.5% |
| 1Y | +29.4% | -21.6% | +51.0% | +39.9% |
| 3Y | -34.6% | -30.1% | -4.4% | -27.2% |
| 5Y | -35.9% | -20.7% | -15.2% | -31.1% |
| All | -35.9% | -20.4% | -15.5% | -31.1% |
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