+207.8%
TER vs FDS
-23.5%
+231.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -1.1% |
| 7D | +24.0% | -2.6% | +26.6% | +22.6% |
| 30D | -30.6% | +14.1% | -44.7% | -26.4% |
| 3M | -34.5% | +19.8% | -54.3% | -28.3% |
| 6M | -26.4% | +55.0% | -81.3% | -12.1% |
| YTD | +36.4% | +15.9% | +20.5% | +65.7% |
| 1Y | +47.4% | +24.2% | +23.2% | +76.6% |
| All | +207.8% | -23.5% | +231.3% | +329.4% |
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