+119.6%
RF vs FDS
-24.3%
+143.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | -0.1% | -5.0% | +4.8% | +0.6% |
| 30D | +7.0% | +13.8% | -6.7% | +4.9% |
| 3M | -7.0% | +14.8% | -21.9% | -9.2% |
| 6M | +6.8% | +47.4% | -40.6% | -0.6% |
| YTD | +9.9% | +14.2% | -4.2% | +9.2% |
| 1Y | +21.1% | +26.6% | -5.5% | +15.7% |
| 3Y | +119.6% | -24.4% | +144.1% | +153.1% |
| All | +119.6% | -24.3% | +143.9% | +153.1% |
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 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