+2.4%
BB vs FDS
+72.8%
-70.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.3% |
| 7D | +1.8% | -8.8% | +10.6% | +5.2% |
| 30D | -12.2% | -1.4% | -10.9% | -12.1% |
| 3M | -12.3% | +13.9% | -26.2% | -18.6% |
| 6M | +122.7% | +27.4% | +95.3% | +95.4% |
| YTD | +104.5% | -2.5% | +106.9% | +99.6% |
| 1Y | +106.7% | -23.8% | +130.5% | +122.6% |
| 3Y | +70.0% | -32.5% | +102.4% | +90.1% |
| 5Y | -27.8% | -23.2% | -4.6% | -24.0% |
| 10Y | +2.4% | +76.4% | -74.0% | -28.0% |
| All | +2.4% | +72.8% | -70.5% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling