+276.2%
FDS vs USFR
+28.6%
+247.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +16.0% | +0.4% | +15.6% | +15.9% |
| 3M | +18.8% | +1.1% | +17.7% | +18.4% |
| 6M | +54.1% | +2.1% | +52.1% | +53.2% |
| YTD | +17.0% | +3.4% | +13.6% | +16.0% |
| 1Y | +25.5% | +4.1% | +21.4% | +24.2% |
| 3Y | -23.3% | +14.4% | -37.7% | -25.8% |
| 5Y | -22.6% | +21.4% | -44.1% | -26.3% |
| 10Y | +130.2% | +28.5% | +101.7% | +116.1% |
| All | +276.2% | +28.6% | +247.7% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling