+53.8%
NDAQ vs FDS
-20.4%
+74.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.1% |
| 7D | -2.6% | -5.4% | +2.8% | -0.3% |
| 30D | +0.5% | +1.6% | -1.1% | -0.4% |
| 3M | +9.9% | +17.7% | -7.8% | +1.4% |
| 6M | +8.2% | +29.1% | -20.9% | -5.5% |
| YTD | -1.5% | +1.0% | -2.5% | -3.3% |
| 1Y | +1.3% | -21.6% | +22.9% | +12.9% |
| 3Y | +92.6% | -30.1% | +122.7% | +123.8% |
| 5Y | +53.8% | -20.7% | +74.6% | +77.8% |
| All | +53.8% | -20.4% | +74.2% | +77.8% |
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