+175.6%
FN vs FDS
-23.2%
+198.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.3% |
| 7D | +0.3% | +1.5% | -1.2% | +0.3% |
| 30D | -16.5% | +14.8% | -31.4% | -16.2% |
| 3M | -42.1% | +16.3% | -58.4% | -41.8% |
| 6M | -52.9% | +66.2% | -119.1% | -54.8% |
| YTD | -28.0% | +16.2% | -44.2% | -24.8% |
| 1Y | -18.5% | +21.8% | -40.4% | -16.8% |
| 3Y | +93.9% | -23.9% | +117.7% | +134.3% |
| All | +175.6% | -23.2% | +198.8% | +219.6% |
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