+51.4%
FE vs FDS
-23.3%
+74.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +1.2% | +1.5% | -0.2% | +1.1% |
| 30D | +4.5% | +14.8% | -10.3% | +3.7% |
| 3M | +1.3% | +16.3% | -14.9% | +0.4% |
| 6M | +8.7% | +66.2% | -57.6% | +5.0% |
| YTD | +9.2% | +16.2% | -7.0% | +8.7% |
| 1Y | +7.0% | +21.8% | -14.9% | +5.7% |
| 3Y | +51.4% | -23.9% | +75.3% | +59.8% |
| All | +51.4% | -23.3% | +74.7% | +59.8% |
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