-70.0%
U vs FDS
-23.2%
-46.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +32.3% | -5.0% | +37.3% | +36.4% |
| 30D | +9.7% | +13.8% | -4.1% | -0.5% |
| 3M | +19.6% | +14.8% | +4.8% | +6.5% |
| 6M | +82.6% | +47.4% | +35.3% | +30.2% |
| YTD | +16.4% | +14.2% | +2.3% | +1.5% |
| 1Y | +28.5% | +26.6% | +1.8% | +0.3% |
| 3Y | +103.8% | -24.4% | +128.2% | +146.9% |
| 5Y | -70.0% | -22.6% | -47.4% | -64.8% |
| All | -70.0% | -23.2% | -46.9% | -64.8% |
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