+2,105.4%
FIX vs FDS
-17.4%
+2,122.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.0% |
| 7D | +6.0% | -1.9% | +7.9% | +6.1% |
| 30D | -7.2% | +9.0% | -16.3% | -7.5% |
| 3M | -15.9% | +18.9% | -34.7% | -16.3% |
| 6M | +12.7% | +35.1% | -22.4% | +8.5% |
| YTD | +72.8% | +5.5% | +67.3% | +78.3% |
| 1Y | +122.9% | -16.8% | +139.7% | +152.4% |
| 3Y | +774.3% | -28.1% | +802.4% | +936.3% |
| All | +2,105.4% | -17.4% | +2,122.8% | +2,546.8% |
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 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