+81.3%
FN vs FDS
-20.2%
+101.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.5% | -13.7% | -14.4% |
| 7D | -16.0% | +6.4% | -22.4% | -14.3% |
| 30D | -40.1% | +25.2% | -65.3% | -36.1% |
| 3M | -43.9% | +22.9% | -66.8% | -39.9% |
| 6M | -55.6% | +56.5% | -112.1% | -50.1% |
| YTD | -35.7% | +19.0% | -54.6% | -26.2% |
| 1Y | -39.8% | +32.7% | -72.5% | -32.1% |
| All | +81.3% | -20.2% | +101.5% | +114.8% |
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