+156.1%
BB vs FDS
-24.3%
+180.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.5% |
| 7D | +15.0% | -5.0% | +19.9% | +15.4% |
| 30D | +3.5% | +13.8% | -10.3% | +1.8% |
| 3M | +2.7% | +14.8% | -12.2% | +0.7% |
| 6M | +44.7% | +47.4% | -2.6% | +34.4% |
| YTD | +143.3% | +14.2% | +129.1% | +133.6% |
| 1Y | +102.2% | +26.6% | +75.5% | +89.9% |
| 3Y | +156.1% | -24.4% | +180.5% | +174.9% |
| All | +156.1% | -24.3% | +180.4% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling