-14.6%
EW vs FDS
-22.8%
+8.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.1% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +19.1% | +20.2% | -1.1% | +13.9% |
| 3M | +14.4% | +19.9% | -5.5% | +9.0% |
| 6M | +22.8% | +56.2% | -33.4% | +8.0% |
| YTD | +19.8% | +14.6% | +5.3% | +15.9% |
| 1Y | +23.9% | +31.6% | -7.7% | +13.1% |
| 3Y | +52.2% | -23.8% | +76.0% | +69.0% |
| All | -14.6% | -22.8% | +8.2% | -7.5% |
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