+934.0%
BE vs FDS
+39.3%
+894.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -1.9% |
| 7D | +9.7% | -16.0% | +25.7% | +16.5% |
| 30D | +22.4% | -6.7% | +29.1% | +24.3% |
| 3M | +10.4% | +6.0% | +4.4% | +1.6% |
| 6M | +67.9% | +25.1% | +42.8% | +34.4% |
| YTD | +197.5% | -8.1% | +205.6% | +181.8% |
| 1Y | +310.6% | -26.0% | +336.6% | +342.9% |
| 3Y | +1,657.2% | -36.4% | +1,693.7% | +1,915.9% |
| 5Y | +1,218.2% | -27.7% | +1,245.9% | +1,263.4% |
| All | +934.0% | +39.3% | +894.6% | +428.6% |
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