-30.6%
AR vs FDS
+247.4%
-278.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.2% |
| 7D | -14.3% | -0.5% | -13.7% | -14.3% |
| 30D | +1.4% | +20.2% | -18.8% | -4.2% |
| 3M | +3.4% | +19.9% | -16.5% | -2.9% |
| 6M | -2.1% | +56.2% | -58.2% | -16.6% |
| YTD | +4.7% | +14.6% | -9.9% | -2.3% |
| 1Y | +10.6% | +31.6% | -21.0% | -2.1% |
| 3Y | +24.6% | -23.8% | +48.4% | +32.2% |
| 5Y | +71.9% | -22.6% | +94.5% | +79.5% |
| 10Y | +46.4% | +139.3% | -93.0% | -2.2% |
| All | -30.6% | +247.4% | -278.0% | -59.5% |
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