+40.4%
EXC vs FDS
-23.2%
+63.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | +8.6% | +14.8% | -6.3% | +6.2% |
| 3M | +2.4% | +16.3% | -13.9% | -0.3% |
| 6M | +6.5% | +66.2% | -59.8% | -3.1% |
| YTD | +9.0% | +16.2% | -7.2% | +6.0% |
| 1Y | +4.6% | +21.8% | -17.3% | +0.3% |
| 3Y | +33.5% | -23.9% | +57.4% | +43.6% |
| All | +40.4% | -23.2% | +63.6% | +46.8% |
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