+154.5%
B vs FDS
+9,502.8%
-9,348.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.9% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | +9.4% | +9.0% | +0.4% | +8.6% |
| 3M | +5.0% | +18.9% | -13.9% | +3.1% |
| 6M | -3.5% | +35.1% | -38.7% | -6.7% |
| YTD | +4.5% | +5.5% | -1.0% | +3.1% |
| 1Y | +67.8% | -16.8% | +84.6% | +69.0% |
| 3Y | +196.7% | -28.1% | +224.8% | +202.2% |
| 5Y | +151.9% | -17.4% | +169.3% | +152.3% |
| 10Y | +202.2% | +85.4% | +116.7% | +179.7% |
| All | +154.5% | +9,502.8% | -9,348.3% | +62.3% |
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