+568.3%
A vs FDS
+1,944.6%
-1,376.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.3% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | +3.4% | +20.2% | -16.8% | -5.1% |
| 3M | +23.8% | +19.9% | +4.0% | +12.9% |
| 6M | +49.0% | +56.2% | -7.2% | +18.2% |
| YTD | +29.4% | +14.6% | +14.8% | +15.5% |
| 1Y | +19.4% | +31.6% | -12.2% | -0.4% |
| 3Y | +66.2% | -23.8% | +90.0% | +74.1% |
| 5Y | +15.8% | -22.6% | +38.4% | +19.7% |
| 10Y | +326.1% | +139.3% | +186.8% | +155.1% |
| All | +568.3% | +1,944.6% | -1,376.3% | +49.4% |
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