+76.2%
FDX vs FDS
-23.2%
+99.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +5.2% | +1.5% | +3.7% | +4.9% |
| 30D | +11.3% | +14.8% | -3.5% | +8.5% |
| 3M | -4.1% | +16.3% | -20.4% | -6.9% |
| 6M | +9.6% | +66.2% | -56.6% | -1.7% |
| YTD | +40.9% | +16.2% | +24.7% | +37.6% |
| 1Y | +53.0% | +21.8% | +31.2% | +46.6% |
| 3Y | +74.1% | -23.9% | +98.0% | +95.7% |
| All | +76.2% | -23.2% | +99.4% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling