+11.1%
PL vs FDS
-19.3%
+30.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -10.0% |
| 7D | -20.5% | +6.4% | -26.9% | -22.2% |
| 30D | -38.8% | +25.2% | -63.9% | -43.3% |
| 3M | -49.1% | +22.9% | -72.0% | -53.1% |
| 6M | -69.4% | +56.5% | -125.9% | -75.7% |
| YTD | -42.3% | +19.0% | -61.3% | -46.9% |
| 1Y | -14.2% | +32.7% | -46.9% | -27.8% |
| 3Y | +398.7% | -20.4% | +419.1% | +509.5% |
| 5Y | +11.1% | -19.6% | +30.7% | +50.8% |
| All | +11.1% | -19.3% | +30.4% | +50.8% |
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