+66.2%
XYZ vs FDS
-24.9%
+91.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | +12.6% | -2.0% | +14.6% | +13.5% |
| 30D | +10.8% | +13.5% | -2.7% | +6.1% |
| 3M | +8.4% | +15.2% | -6.8% | +2.8% |
| 6M | +14.3% | +47.0% | -32.7% | -2.4% |
| YTD | +31.5% | +13.9% | +17.6% | +24.5% |
| 1Y | +28.1% | +25.2% | +2.9% | +15.4% |
| 3Y | +66.2% | -25.3% | +91.5% | +101.8% |
| All | +66.2% | -24.9% | +91.1% | +101.8% |
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 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