-15.8%
F vs FDS
-22.8%
+7.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +2.6% | +20.2% | -17.6% | -1.7% |
| 3M | -8.8% | +19.9% | -28.7% | -12.9% |
| 6M | +4.6% | +56.2% | -51.5% | -8.3% |
| YTD | -1.9% | +14.6% | -16.5% | -4.4% |
| 1Y | -0.8% | +31.6% | -32.4% | -9.8% |
| 3Y | +43.5% | -23.8% | +67.3% | +66.8% |
| All | -15.8% | -22.8% | +7.0% | -10.2% |
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