+777.0%
FIX vs FDS
-27.9%
+804.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +1.1% |
| 7D | +6.0% | -1.9% | +7.9% | +5.6% |
| 30D | -7.2% | +9.0% | -16.3% | -5.1% |
| 3M | -15.9% | +18.9% | -34.7% | -10.8% |
| 6M | +12.7% | +35.1% | -22.4% | +21.0% |
| YTD | +72.8% | +5.5% | +67.3% | +88.8% |
| 1Y | +122.9% | -16.8% | +139.7% | +157.8% |
| All | +777.0% | -27.9% | +804.9% | +953.2% |
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