-69.4%
U vs FDS
-17.4%
-52.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +1.4% |
| 7D | -3.8% | -1.9% | -1.9% | -2.6% |
| 30D | +17.5% | +9.0% | +8.4% | +10.0% |
| 3M | +38.7% | +18.9% | +19.9% | +19.5% |
| 6M | +104.4% | +35.1% | +69.3% | +56.1% |
| YTD | -5.7% | +5.5% | -11.2% | -11.8% |
| 1Y | +3.7% | -16.8% | +20.5% | +18.1% |
| 3Y | +12.3% | -28.1% | +40.4% | +39.0% |
| All | -69.4% | -17.4% | -52.0% | -57.6% |
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