+24.7%
Z vs FDS
+106.0%
-81.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.1% |
| 7D | -3.0% | -1.9% | -1.1% | -1.9% |
| 30D | -4.2% | +9.0% | -13.2% | -8.7% |
| 3M | -3.7% | +18.9% | -22.6% | -13.5% |
| 6M | -24.5% | +35.1% | -59.6% | -38.4% |
| YTD | -49.3% | +5.5% | -54.8% | -52.2% |
| 1Y | -58.7% | -16.8% | -41.9% | -55.4% |
| 3Y | -34.1% | -28.1% | -6.1% | -23.6% |
| 5Y | -64.5% | -17.4% | -47.1% | -62.2% |
| 10Y | -0.5% | +85.4% | -85.9% | -32.9% |
| All | +24.7% | +106.0% | -81.3% | -25.7% |
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 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