+62.6%
NDAQ vs FDS
-22.8%
+85.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.8% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +16.5% | +20.2% | -3.7% | +7.7% |
| 3M | +13.5% | +19.9% | -6.4% | +4.4% |
| 6M | +20.9% | +56.2% | -35.2% | -2.8% |
| YTD | +11.4% | +14.6% | -3.2% | +3.2% |
| 1Y | +25.9% | +31.6% | -5.7% | +7.8% |
| 3Y | +119.9% | -23.8% | +143.7% | +148.0% |
| All | +62.6% | -22.8% | +85.4% | +79.1% |
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