+66.1%
T vs FDS
-20.4%
+86.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.2% |
| 7D | -1.5% | -5.4% | +3.8% | -0.9% |
| 30D | +7.6% | +1.6% | +6.0% | +7.4% |
| 3M | +15.3% | +17.7% | -2.4% | +13.0% |
| 6M | -8.5% | +29.1% | -37.5% | -11.4% |
| YTD | +6.8% | +1.0% | +5.8% | +7.2% |
| 1Y | -7.2% | -21.6% | +14.4% | -3.2% |
| 3Y | +108.2% | -30.1% | +138.4% | +120.6% |
| 5Y | +66.1% | -20.7% | +86.8% | +65.6% |
| All | +66.1% | -20.4% | +86.5% | +65.6% |
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