+130.7%
B vs FDS
+10,327.4%
-10,196.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | +9.6% | -0.5% | +10.1% | +9.7% |
| 30D | +3.5% | +20.2% | -16.7% | +1.8% |
| 3M | -1.6% | +19.9% | -21.4% | -3.3% |
| 6M | -1.7% | +56.2% | -57.8% | -6.1% |
| YTD | -5.3% | +14.6% | -19.9% | -7.4% |
| 1Y | +27.2% | +31.6% | -4.4% | +22.7% |
| 3Y | +166.1% | -23.8% | +189.9% | +169.4% |
| 5Y | +136.5% | -22.6% | +159.1% | +138.0% |
| 10Y | +172.2% | +139.3% | +32.9% | +146.4% |
| All | +130.7% | +10,327.4% | -10,196.8% | +45.8% |
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