+99.1%
V vs FDS
-22.8%
+121.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +13.6% | +20.2% | -6.6% | +7.5% |
| 3M | +14.3% | +19.9% | -5.6% | +7.7% |
| 6M | +33.1% | +56.2% | -23.1% | +14.0% |
| YTD | +21.2% | +14.6% | +6.7% | +15.3% |
| 1Y | +26.4% | +31.6% | -5.2% | +12.9% |
| 3Y | +77.6% | -23.8% | +101.4% | +98.0% |
| All | +99.1% | -22.8% | +121.9% | +108.1% |
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