+20.5%
EXC vs FDS
-27.1%
+47.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.8% |
| 7D | +0.3% | -1.9% | +2.2% | +0.4% |
| 30D | -3.7% | +9.0% | -12.7% | -4.5% |
| 3M | -1.3% | +18.9% | -20.1% | -2.9% |
| 6M | -9.7% | +35.1% | -44.8% | -12.2% |
| YTD | +2.9% | +5.5% | -2.6% | +2.4% |
| 1Y | +4.4% | -16.8% | +21.2% | +7.8% |
| All | +20.5% | -27.1% | +47.5% | +24.3% |
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 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