+420.4%
FIX vs FDS
-20.2%
+440.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.7% |
| 7D | -27.2% | +6.4% | -33.6% | -25.8% |
| 30D | -46.9% | +25.2% | -72.1% | -43.4% |
| 3M | -44.4% | +22.9% | -67.3% | -40.6% |
| 6M | -50.9% | +56.5% | -107.4% | -44.8% |
| YTD | +3.5% | +19.0% | -15.4% | +18.4% |
| 1Y | -2.1% | +32.7% | -34.8% | +9.5% |
| All | +420.4% | -20.2% | +440.6% | +536.9% |
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