+533.2%
XYZ vs FDS
+98.6%
+434.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +1.8% |
| 7D | -1.0% | -1.9% | +0.9% | +0.3% |
| 30D | -1.7% | +9.0% | -10.7% | -7.9% |
| 3M | +16.7% | +18.9% | -2.1% | +0.3% |
| 6M | +26.9% | +35.1% | -8.3% | -3.9% |
| YTD | +27.1% | +5.5% | +21.6% | +16.0% |
| 1Y | +9.3% | -16.8% | +26.1% | +18.0% |
| 3Y | +42.3% | -28.1% | +70.3% | +70.3% |
| 5Y | -69.3% | -17.4% | -51.9% | -65.6% |
| 10Y | +586.8% | +85.4% | +501.4% | +337.4% |
| All | +533.2% | +98.6% | +434.7% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling