+33.5%
EXC vs FDS
-23.3%
+56.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | +8.6% | +14.8% | -6.3% | +7.5% |
| 3M | +2.4% | +16.3% | -13.9% | +1.2% |
| 6M | +6.5% | +66.2% | -59.8% | +2.2% |
| YTD | +9.0% | +16.2% | -7.2% | +7.7% |
| 1Y | +4.6% | +21.8% | -17.3% | +2.6% |
| 3Y | +33.5% | -23.9% | +57.4% | +38.5% |
| All | +33.5% | -23.3% | +56.8% | +38.5% |
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 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