-23.8%
FDS vs USFR
+4.0%
-27.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.8% | +0.1% | -8.8% | -10.0% |
| 30D | -1.4% | +0.3% | -1.6% | -7.6% |
| 3M | +13.9% | +1.0% | +12.9% | -10.3% |
| 6M | +27.4% | +1.9% | +25.4% | -13.7% |
| YTD | -2.5% | +2.7% | -5.1% | -44.4% |
| 1Y | -23.8% | +4.0% | -27.8% | -69.2% |
| All | -23.8% | +4.0% | -27.8% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling