-19.6%
UUUU vs FDS
-23.3%
+3.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -1.1% | +1.5% | -2.5% | -0.9% |
| 30D | -21.0% | +14.8% | -35.8% | -19.7% |
| 3M | -54.8% | +16.3% | -71.1% | -53.9% |
| 6M | -67.3% | +66.2% | -133.6% | -66.3% |
| YTD | -54.7% | +16.2% | -70.9% | -52.6% |
| 1Y | -57.4% | +21.8% | -79.3% | -55.8% |
| 3Y | -19.6% | -23.9% | +4.2% | -10.9% |
| All | -19.6% | -23.3% | +3.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling