+54.6%
TER vs FDS
-22.8%
+77.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +2.2% |
| 7D | -20.5% | -0.5% | -20.0% | -20.5% |
| 30D | -47.0% | +20.2% | -67.2% | -46.1% |
| 3M | -43.3% | +19.9% | -63.1% | -42.2% |
| 6M | -42.9% | +56.2% | -99.1% | -43.8% |
| YTD | +12.9% | +14.6% | -1.7% | +20.7% |
| 1Y | +18.2% | +31.6% | -13.4% | +17.8% |
| 3Y | +151.8% | -23.8% | +175.6% | +227.4% |
| All | +54.6% | -22.8% | +77.3% | +96.4% |
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 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