+108.3%
V vs FDS
-23.2%
+131.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +1.5% | -0.5% | +0.5% |
| 30D | +9.0% | +14.8% | -5.9% | +4.5% |
| 3M | +16.7% | +16.3% | +0.4% | +11.1% |
| 6M | +33.4% | +66.2% | -32.8% | +12.1% |
| YTD | +22.4% | +16.2% | +6.1% | +15.8% |
| 1Y | +27.7% | +21.8% | +5.8% | +18.1% |
| 3Y | +78.0% | -23.9% | +101.9% | +99.1% |
| All | +108.3% | -23.2% | +131.5% | +123.8% |
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