+70.3%
ED vs FDS
-17.4%
+87.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.9% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | -0.1% | +9.0% | -9.2% | -1.2% |
| 3M | +3.9% | +18.9% | -14.9% | +1.5% |
| 6M | -3.0% | +35.1% | -38.2% | -7.2% |
| YTD | +10.7% | +5.5% | +5.2% | +10.3% |
| 1Y | +13.3% | -16.8% | +30.2% | +18.5% |
| 3Y | +34.5% | -28.1% | +62.6% | +44.1% |
| All | +70.3% | -17.4% | +87.7% | +69.2% |
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