+107.9%
FN vs FDS
-24.9%
+132.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.8% |
| 7D | -4.1% | -2.0% | -2.1% | -4.5% |
| 30D | -28.3% | +13.5% | -41.8% | -25.5% |
| 3M | -33.9% | +15.2% | -49.0% | -30.3% |
| 6M | -43.9% | +47.0% | -90.9% | -37.7% |
| YTD | -23.4% | +13.9% | -37.3% | -13.2% |
| 1Y | -25.4% | +25.2% | -50.6% | -16.6% |
| 3Y | +107.9% | -25.3% | +133.2% | +144.7% |
| All | +107.9% | -24.9% | +132.8% | +144.7% |
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