+65.5%
T vs FDS
-23.3%
+88.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.5% | +1.5% | +1.1% | +2.4% |
| 30D | -3.8% | +14.8% | -18.6% | -5.0% |
| 3M | -8.7% | +16.3% | -25.0% | -10.1% |
| 6M | -8.1% | +66.2% | -74.4% | -11.8% |
| YTD | -6.4% | +16.2% | -22.7% | -6.4% |
| 1Y | -9.8% | +21.8% | -31.6% | -10.5% |
| 3Y | +65.5% | -23.9% | +89.4% | +80.4% |
| All | +65.5% | -23.3% | +88.8% | +80.4% |
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 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