+554.0%
XYZ vs FDS
+115.6%
+438.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +4.3% |
| 7D | +12.1% | -0.5% | +12.7% | +12.6% |
| 30D | +12.4% | +20.2% | -7.8% | -1.5% |
| 3M | +8.2% | +19.9% | -11.7% | -6.4% |
| 6M | +20.7% | +56.2% | -35.5% | -17.7% |
| YTD | +31.3% | +14.6% | +16.8% | +11.7% |
| 1Y | +20.5% | +31.6% | -11.1% | -10.2% |
| 3Y | +72.6% | -23.8% | +96.4% | +96.9% |
| 5Y | -64.0% | -22.6% | -41.4% | -57.9% |
| 10Y | +601.8% | +139.3% | +462.5% | +286.2% |
| All | +554.0% | +115.6% | +438.4% | +255.1% |
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 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