-53.2%
S vs FDS
-4.9%
-48.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +2.5% |
| 7D | -7.7% | -1.9% | -5.8% | -6.7% |
| 30D | -5.3% | +9.0% | -14.3% | -10.0% |
| 3M | +20.3% | +18.9% | +1.4% | +7.1% |
| 6M | +47.4% | +35.1% | +12.2% | +20.0% |
| YTD | +32.5% | +5.5% | +27.0% | +25.5% |
| 1Y | +9.5% | -16.8% | +26.3% | +20.7% |
| 3Y | +15.5% | -28.1% | +43.6% | +38.0% |
| 5Y | -71.2% | -17.4% | -53.8% | -65.4% |
| All | -53.2% | -4.9% | -48.3% | -37.5% |
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