-68.9%
XYZ vs FDS
-17.4%
-51.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +1.6% |
| 7D | -1.0% | -1.9% | +0.9% | +0.3% |
| 30D | -1.7% | +9.0% | -10.7% | -7.5% |
| 3M | +16.7% | +18.9% | -2.1% | +1.4% |
| 6M | +26.9% | +35.1% | -8.3% | -2.8% |
| YTD | +27.1% | +5.5% | +21.6% | +19.6% |
| 1Y | +9.3% | -16.8% | +26.1% | +26.3% |
| 3Y | +42.3% | -28.1% | +70.3% | +81.6% |
| All | -68.9% | -17.4% | -51.5% | -56.3% |
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