+42.1%
RF vs FDS
-22.8%
+64.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +6.0% | +20.2% | -14.2% | +1.2% |
| 3M | -8.9% | +19.9% | -28.8% | -13.4% |
| 6M | +2.3% | +56.2% | -53.8% | -10.8% |
| YTD | +7.6% | +14.6% | -7.0% | +3.4% |
| 1Y | +21.2% | +31.6% | -10.4% | +9.4% |
| 3Y | +108.5% | -23.8% | +132.4% | +136.3% |
| All | +42.1% | -22.8% | +64.9% | +48.7% |
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