+38.3%
S vs FDS
-23.3%
+61.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | -2.7% | +14.8% | -17.5% | -8.8% |
| 3M | -6.9% | +16.3% | -23.2% | -13.6% |
| 6M | +38.1% | +66.2% | -28.2% | +8.6% |
| YTD | +48.0% | +16.2% | +31.8% | +32.8% |
| 1Y | +34.5% | +21.8% | +12.6% | +17.7% |
| 3Y | +38.3% | -23.9% | +62.2% | +53.0% |
| All | +38.3% | -23.3% | +61.6% | +53.0% |
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