+161.7%
M vs FDS
-22.8%
+184.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | +8.1% | +16.0% | -7.9% | +5.6% |
| 3M | +2.2% | +18.8% | -16.6% | -0.6% |
| 6M | +35.1% | +54.1% | -19.0% | +25.0% |
| YTD | +15.8% | +17.0% | -1.2% | +15.9% |
| 1Y | +25.8% | +25.5% | +0.3% | +22.1% |
| All | +161.7% | -22.8% | +184.5% | +211.6% |
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 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