-12.5%
F vs FDS
-22.8%
+10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.0% | -2.0% | +3.0% | +1.4% |
| 30D | +2.1% | +13.5% | -11.4% | -0.9% |
| 3M | -10.3% | +15.2% | -25.4% | -13.5% |
| 6M | +3.3% | +47.0% | -43.8% | -7.7% |
| YTD | -2.0% | +13.9% | -15.9% | -4.4% |
| 1Y | -2.3% | +25.2% | -27.5% | -9.2% |
| 3Y | +49.9% | -25.3% | +75.2% | +76.2% |
| 5Y | -12.5% | -23.3% | +10.8% | -6.3% |
| All | -12.5% | -22.8% | +10.3% | -6.3% |
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 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