-10.3%
M vs FDS
-22.8%
+12.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -3.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | +1.3% | +20.2% | -18.9% | -4.1% |
| 3M | -7.4% | +19.9% | -27.2% | -12.6% |
| 6M | +18.3% | +56.2% | -37.8% | +0.6% |
| YTD | +7.6% | +14.6% | -7.0% | +3.1% |
| 1Y | +17.4% | +31.6% | -14.2% | +4.1% |
| 3Y | +108.4% | -23.8% | +132.2% | +144.9% |
| All | -10.3% | -22.8% | +12.5% | -1.3% |
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