+7.8%
LOW vs FDS
-23.5%
+31.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.2% |
| 7D | -0.6% | -8.8% | +8.2% | +1.8% |
| 30D | -9.3% | -1.4% | -7.9% | -9.1% |
| 3M | -8.1% | +13.9% | -21.9% | -11.6% |
| 6M | -19.8% | +27.4% | -47.1% | -26.3% |
| YTD | -16.4% | -2.5% | -13.9% | -15.7% |
| 1Y | -24.7% | -23.8% | -0.9% | -16.2% |
| 3Y | -8.8% | -32.5% | +23.7% | +4.7% |
| 5Y | +7.8% | -23.2% | +31.0% | +24.9% |
| All | +7.8% | -23.5% | +31.2% | +24.9% |
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