+27.4%
M vs FDS
-17.4%
+44.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.6% |
| 7D | +4.7% | -1.9% | +6.6% | +5.2% |
| 30D | -9.6% | +9.0% | -18.7% | -12.1% |
| 3M | +0.9% | +18.9% | -18.0% | -5.1% |
| 6M | +22.3% | +35.1% | -12.9% | +8.6% |
| YTD | +6.5% | +5.5% | +1.0% | +4.8% |
| 1Y | +38.8% | -16.8% | +55.6% | +53.4% |
| 3Y | +115.9% | -28.1% | +144.0% | +155.2% |
| All | +27.4% | -17.4% | +44.8% | +48.1% |
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