-3.4%
ES vs FDS
-17.4%
+14.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | 0.0% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -2.0% | +9.0% | -11.0% | -3.5% |
| 3M | +1.7% | +18.9% | -17.2% | -1.7% |
| 6M | -3.5% | +35.1% | -38.7% | -9.7% |
| YTD | +7.9% | +5.5% | +2.4% | +7.1% |
| 1Y | +17.2% | -16.8% | +34.0% | +24.1% |
| 3Y | +29.3% | -28.1% | +57.4% | +42.4% |
| All | -3.4% | -17.4% | +14.0% | -2.3% |
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