+6.5%
ES vs FDS
-23.2%
+29.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.1% | -2.6% | +1.5% | -0.6% |
| 30D | +8.2% | +14.1% | -5.8% | +5.8% |
| 3M | +0.6% | +19.8% | -19.2% | -2.7% |
| 6M | +6.0% | +55.0% | -49.0% | -2.9% |
| YTD | +9.3% | +15.9% | -6.6% | +6.7% |
| 1Y | +1.1% | +24.2% | -23.1% | -3.5% |
| 3Y | +51.9% | -24.0% | +76.0% | +67.0% |
| 5Y | +6.5% | -23.3% | +29.8% | +11.9% |
| All | +6.5% | -23.2% | +29.7% | +11.9% |
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