+7.1%
LOW vs FDS
-23.2%
+30.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.4% | +1.5% | 0.0% | +1.0% |
| 30D | +21.7% | +14.8% | +6.9% | +17.4% |
| 3M | +5.0% | +16.3% | -11.3% | +0.6% |
| 6M | +4.6% | +66.2% | -61.6% | -10.4% |
| YTD | -3.5% | +16.2% | -19.7% | -7.3% |
| 1Y | +0.5% | +21.8% | -21.3% | -5.6% |
| 3Y | +24.8% | -23.9% | +48.7% | +41.3% |
| All | +7.1% | -23.2% | +30.3% | +19.0% |
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