+53.4%
T vs FDS
-22.8%
+76.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -10.6% | +20.2% | -30.8% | -12.5% |
| 3M | -7.7% | +19.9% | -27.6% | -9.8% |
| 6M | -13.3% | +56.2% | -69.5% | -17.9% |
| YTD | -8.8% | +14.6% | -23.3% | -9.8% |
| 1Y | -8.4% | +31.6% | -40.0% | -11.7% |
| 3Y | +59.6% | -23.8% | +83.5% | +68.1% |
| All | +53.4% | -22.8% | +76.2% | +48.7% |
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