-32.1%
FDS vs EFV
+88.7%
-120.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -8.8% | -0.5% | -8.3% | -8.6% |
| 30D | -1.4% | 0.0% | -1.4% | -1.3% |
| 3M | +13.9% | +8.4% | +5.5% | +10.9% |
| 6M | +27.4% | +12.3% | +15.0% | +21.5% |
| YTD | -2.5% | +17.4% | -19.9% | -9.8% |
| 1Y | -23.8% | +27.1% | -50.9% | -32.7% |
| All | -32.1% | +88.7% | -120.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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