+403.1%
PL vs FDS
-20.2%
+423.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -10.1% |
| 7D | -20.5% | +6.4% | -26.9% | -20.9% |
| 30D | -38.8% | +25.2% | -63.9% | -40.1% |
| 3M | -49.1% | +22.9% | -72.0% | -50.3% |
| 6M | -69.4% | +56.5% | -125.9% | -72.3% |
| YTD | -42.3% | +19.0% | -61.3% | -41.8% |
| 1Y | -14.2% | +32.7% | -46.9% | -19.4% |
| All | +403.1% | -20.2% | +423.3% | +565.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling