-24.7%
U vs FDS
+4.1%
-28.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.7% | +9.2% | +7.9% |
| 7D | +36.6% | -0.5% | +37.1% | +36.5% |
| 30D | +13.3% | +20.2% | -6.9% | -0.6% |
| 3M | +26.2% | +19.9% | +6.3% | +9.6% |
| 6M | +88.7% | +56.2% | +32.6% | +30.3% |
| YTD | +16.6% | +14.6% | +2.0% | +1.6% |
| 1Y | +29.0% | +31.6% | -2.6% | -1.4% |
| 3Y | +99.5% | -23.8% | +123.3% | +134.5% |
| 5Y | -66.1% | -22.6% | -43.6% | -61.5% |
| All | -24.7% | +4.1% | -28.7% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling