+72.6%
XYZ vs FDS
-23.2%
+95.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.0% |
| 7D | +12.1% | -0.5% | +12.7% | +12.4% |
| 30D | +12.4% | +20.2% | -7.8% | +5.5% |
| 3M | +8.2% | +19.9% | -11.7% | +1.2% |
| 6M | +20.7% | +56.2% | -35.5% | +0.5% |
| YTD | +31.3% | +14.6% | +16.8% | +24.1% |
| 1Y | +20.5% | +31.6% | -11.1% | +5.9% |
| 3Y | +72.6% | -23.8% | +96.4% | +110.9% |
| All | +72.6% | -23.2% | +95.8% | +110.9% |
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