+82.6%
ED vs FDS
-23.2%
+105.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.1% | +1.5% | +0.6% | +1.9% |
| 30D | +10.4% | +14.8% | -4.4% | +8.7% |
| 3M | +12.5% | +16.3% | -3.7% | +10.5% |
| 6M | +14.9% | +66.2% | -51.3% | +7.4% |
| YTD | +24.8% | +16.2% | +8.6% | +23.0% |
| 1Y | +23.8% | +21.8% | +2.0% | +20.6% |
| 3Y | +51.6% | -23.9% | +75.5% | +62.4% |
| All | +82.6% | -23.2% | +105.8% | +88.1% |
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