+65.5%
FDX vs FDS
-23.2%
+88.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +6.6% | +20.2% | -13.6% | +4.7% |
| 3M | -2.1% | +19.9% | -21.9% | -3.9% |
| 6M | +2.2% | +56.2% | -54.0% | -2.8% |
| YTD | +33.9% | +14.6% | +19.4% | +34.8% |
| 1Y | +50.2% | +31.6% | +18.6% | +44.7% |
| 3Y | +65.5% | -23.8% | +89.4% | +92.6% |
| All | +65.5% | -23.2% | +88.7% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling