+589.0%
A vs FDS
+1,937.3%
-1,348.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +4.8% | -5.0% | +9.7% | +6.9% |
| 30D | +5.6% | +13.8% | -8.1% | -0.6% |
| 3M | +23.6% | +14.8% | +8.8% | +14.7% |
| 6M | +56.4% | +47.4% | +9.0% | +27.3% |
| YTD | +33.4% | +14.2% | +19.3% | +19.3% |
| 1Y | +23.7% | +26.6% | -2.9% | +5.0% |
| 3Y | +71.0% | -24.4% | +95.4% | +79.8% |
| 5Y | +16.8% | -22.6% | +39.5% | +20.9% |
| 10Y | +323.8% | +130.0% | +193.8% | +158.2% |
| All | +589.0% | +1,937.3% | -1,348.3% | +54.3% |
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