-43.1%
IT vs FDS
-22.8%
-20.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -1.4% |
| 7D | -16.9% | -0.5% | -16.4% | -16.4% |
| 30D | +2.3% | +20.2% | -17.9% | -9.4% |
| 3M | +2.9% | +19.9% | -17.0% | -8.9% |
| 6M | +25.9% | +56.2% | -30.3% | -5.3% |
| YTD | -24.6% | +14.6% | -39.2% | -31.2% |
| 1Y | -16.0% | +31.6% | -47.6% | -30.0% |
| 3Y | -51.6% | -23.8% | -27.8% | -44.4% |
| All | -43.1% | -22.8% | -20.3% | -33.5% |
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