+71.7%
TER vs FDS
-23.2%
+94.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +14.4% | +1.5% | +12.9% | +14.5% |
| 30D | -30.6% | +14.8% | -45.4% | -29.6% |
| 3M | -39.2% | +16.3% | -55.5% | -38.0% |
| 6M | -31.3% | +66.2% | -97.5% | -32.7% |
| YTD | +29.1% | +16.2% | +12.8% | +38.3% |
| 1Y | +47.4% | +21.8% | +25.6% | +53.8% |
| 3Y | +191.2% | -23.9% | +215.1% | +283.6% |
| All | +71.7% | -23.2% | +94.9% | +124.9% |
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