-1.0%
M vs FDS
-22.5%
+21.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.7% |
| 7D | -3.3% | -2.1% | -1.2% | -2.7% |
| 30D | +8.1% | +16.0% | -7.9% | +3.5% |
| 3M | +2.2% | +18.8% | -16.6% | -3.3% |
| 6M | +35.1% | +54.1% | -19.0% | +15.7% |
| YTD | +15.8% | +17.0% | -1.2% | +10.3% |
| 1Y | +25.8% | +25.5% | +0.3% | +15.0% |
| 3Y | +156.2% | -23.3% | +179.5% | +202.0% |
| All | -1.0% | -22.5% | +21.5% | +10.5% |
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