+239.3%
FDS vs USFR
+27.5%
+211.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +9.0% | +0.3% | +8.7% | +8.9% |
| 3M | +18.9% | +1.0% | +17.9% | +18.5% |
| 6M | +35.1% | +1.9% | +33.2% | +34.4% |
| YTD | +5.5% | +2.6% | +2.9% | +4.8% |
| 1Y | -16.8% | +4.0% | -20.8% | -17.6% |
| 3Y | -28.1% | +14.1% | -42.2% | -30.3% |
| 5Y | -17.4% | +20.4% | -37.8% | -21.1% |
| 10Y | +85.4% | +28.0% | +57.4% | +74.3% |
| All | +239.3% | +27.5% | +211.7% | +221.8% |
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