-60.3%
MKTX vs FDS
-28.1%
-32.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +1.4% |
| 7D | -0.2% | -16.0% | +15.8% | +4.3% |
| 30D | +0.8% | -6.7% | +7.6% | +2.3% |
| 3M | +41.1% | +6.0% | +35.2% | +36.2% |
| 6M | -9.5% | +25.1% | -34.6% | -18.0% |
| YTD | -8.7% | -8.1% | -0.5% | -8.0% |
| 1Y | -10.0% | -26.0% | +16.1% | -1.6% |
| 3Y | -24.6% | -36.4% | +11.8% | -14.8% |
| 5Y | -60.3% | -27.7% | -32.6% | -58.7% |
| All | -60.3% | -28.1% | -32.2% | -58.7% |
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