+476.0%
A vs FDS
+1,782.9%
-1,306.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +2.1% |
| 7D | -1.9% | -1.9% | 0.0% | -1.2% |
| 30D | +6.9% | +9.0% | -2.1% | +2.8% |
| 3M | +9.2% | +18.9% | -9.6% | -0.3% |
| 6M | +25.7% | +35.1% | -9.4% | +6.7% |
| YTD | +11.5% | +5.5% | +6.0% | +4.5% |
| 1Y | +18.4% | -16.8% | +35.2% | +21.7% |
| 3Y | +26.6% | -28.1% | +54.7% | +37.6% |
| 5Y | -12.8% | -17.4% | +4.6% | -11.6% |
| 10Y | +247.2% | +85.4% | +161.7% | +135.1% |
| All | +476.0% | +1,782.9% | -1,306.9% | +35.1% |
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