+65.9%
EW vs FDS
-23.3%
+89.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.9% | +1.5% | +3.4% | +4.8% |
| 30D | +23.9% | +14.8% | +9.1% | +22.2% |
| 3M | +15.8% | +16.3% | -0.5% | +13.8% |
| 6M | +31.7% | +66.2% | -34.6% | +24.5% |
| YTD | +25.7% | +16.2% | +9.5% | +25.3% |
| 1Y | +24.4% | +21.8% | +2.6% | +22.8% |
| 3Y | +65.9% | -23.9% | +89.8% | +77.7% |
| All | +65.9% | -23.3% | +89.1% | +77.7% |
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