-64.8%
Z vs FDS
-17.4%
-47.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.2% |
| 7D | -3.0% | -1.9% | -1.1% | -2.0% |
| 30D | -4.2% | +9.0% | -13.2% | -8.5% |
| 3M | -3.7% | +18.9% | -22.6% | -13.0% |
| 6M | -24.5% | +35.1% | -59.6% | -37.7% |
| YTD | -49.3% | +5.5% | -54.8% | -51.4% |
| 1Y | -58.7% | -16.8% | -41.9% | -54.0% |
| 3Y | -34.1% | -28.1% | -6.1% | -21.7% |
| All | -64.8% | -17.4% | -47.4% | -56.7% |
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