+2,178.3%
ALL vs FDS
+9,502.8%
-7,324.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -1.5% | +9.0% | -10.5% | -3.9% |
| 3M | +23.6% | +18.9% | +4.8% | +17.4% |
| 6M | +22.3% | +35.1% | -12.8% | +11.2% |
| YTD | +26.5% | +5.5% | +21.0% | +21.9% |
| 1Y | +27.0% | -16.8% | +43.8% | +29.6% |
| 3Y | +149.6% | -28.1% | +177.6% | +163.1% |
| 5Y | +118.1% | -17.4% | +135.5% | +118.6% |
| 10Y | +369.0% | +85.4% | +283.5% | +273.8% |
| All | +2,178.3% | +9,502.8% | -7,324.5% | +855.3% |
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