+300.1%
BB vs FDS
+2,134.6%
-1,834.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.7% |
| 7D | -5.6% | -1.9% | -3.7% | -4.8% |
| 30D | -11.8% | +9.0% | -20.8% | -15.6% |
| 3M | -25.5% | +18.9% | -44.4% | -33.4% |
| 6M | +121.3% | +35.1% | +86.1% | +83.5% |
| YTD | +103.2% | +5.5% | +97.7% | +88.2% |
| 1Y | +102.6% | -16.8% | +119.4% | +106.6% |
| 3Y | +37.5% | -28.1% | +65.6% | +48.1% |
| 5Y | -30.4% | -17.4% | -13.0% | -30.1% |
| 10Y | 0.0% | +85.4% | -85.4% | -37.1% |
| All | +300.1% | +2,134.6% | -1,834.5% | -41.8% |
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