+483.0%
EAT vs FDS
-23.3%
+506.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -4.0% | +1.5% | -5.5% | -4.2% |
| 30D | -2.9% | +14.8% | -17.7% | -4.6% |
| 3M | -16.9% | +16.3% | -33.2% | -18.6% |
| 6M | +57.0% | +66.2% | -9.3% | +42.8% |
| YTD | +38.2% | +16.2% | +22.0% | +39.1% |
| 1Y | +69.3% | +21.8% | +47.4% | +66.0% |
| 3Y | +483.0% | -23.9% | +506.9% | +598.1% |
| All | +483.0% | -23.3% | +506.3% | +598.1% |
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 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