+43.8%
EXC vs FDS
-22.8%
+66.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +10.0% | +20.2% | -10.2% | +6.8% |
| 3M | +1.6% | +19.9% | -18.2% | -1.5% |
| 6M | +3.3% | +56.2% | -52.9% | -5.0% |
| YTD | +7.6% | +14.6% | -7.0% | +4.8% |
| 1Y | +3.5% | +31.6% | -28.1% | -2.9% |
| 3Y | +27.7% | -23.8% | +51.5% | +36.9% |
| All | +43.8% | -22.8% | +66.6% | +48.6% |
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