+1,616.9%
BE vs FDS
-23.2%
+1,640.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.7% | +7.1% | +1.4% |
| 7D | -14.7% | -0.5% | -14.2% | -14.6% |
| 30D | -40.5% | +20.2% | -60.7% | -33.8% |
| 3M | -24.3% | +19.9% | -44.2% | -14.6% |
| 6M | -39.3% | +56.2% | -95.5% | -21.2% |
| YTD | +99.4% | +14.6% | +84.8% | +149.9% |
| 1Y | +26.6% | +31.6% | -5.0% | +59.8% |
| 3Y | +1,616.9% | -23.8% | +1,640.8% | +1,987.9% |
| All | +1,616.9% | -23.2% | +1,640.1% | +1,987.9% |
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