+21.1%
PL vs FDS
-22.8%
+43.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.7% | +14.1% | +11.4% |
| 7D | -6.8% | -0.5% | -6.3% | -7.0% |
| 30D | -29.3% | +20.2% | -49.5% | -33.8% |
| 3M | -44.8% | +19.9% | -64.6% | -48.8% |
| 6M | -68.4% | +56.2% | -124.5% | -75.2% |
| YTD | -36.4% | +14.6% | -50.9% | -40.9% |
| 1Y | +0.7% | +31.6% | -30.9% | -16.4% |
| 3Y | +455.3% | -23.8% | +479.1% | +588.8% |
| All | +21.1% | -22.8% | +43.9% | +63.1% |
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