+22.2%
Z vs FDS
+133.5%
-111.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +7.7% |
| 7D | +10.2% | +9.4% | +0.7% | +4.7% |
| 30D | +23.7% | +23.8% | -0.1% | +9.7% |
| 3M | -6.6% | +25.1% | -31.7% | -17.9% |
| 6M | -23.0% | +53.8% | -76.8% | -41.3% |
| YTD | -50.3% | +19.6% | -69.9% | -56.5% |
| 1Y | -53.6% | +31.6% | -85.2% | -62.0% |
| 3Y | -10.1% | -20.0% | +9.9% | -1.8% |
| 5Y | -49.8% | -18.6% | -31.2% | -45.9% |
| 10Y | -1.6% | +149.8% | -151.4% | -44.2% |
| All | +22.2% | +133.5% | -111.3% | -32.4% |
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