-44.7%
S vs FDS
+2.9%
-47.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.2% |
| 7D | +1.6% | -5.0% | +6.5% | +4.3% |
| 30D | -10.5% | +13.8% | -24.2% | -17.7% |
| 3M | +9.9% | +14.8% | -4.9% | -0.1% |
| 6M | +41.8% | +47.4% | -5.6% | +8.3% |
| YTD | +56.8% | +14.2% | +42.6% | +39.8% |
| 1Y | +39.0% | +26.6% | +12.4% | +13.6% |
| 3Y | +53.8% | -24.4% | +78.3% | +78.1% |
| 5Y | -68.6% | -22.6% | -45.9% | -65.1% |
| All | -44.7% | +2.9% | -47.5% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling