+1,076.1%
BE vs FDS
-17.4%
+1,093.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +10.9% | +7.3% |
| 7D | +20.0% | -1.9% | +21.9% | +19.9% |
| 30D | +7.9% | +9.0% | -1.1% | +8.0% |
| 3M | -13.2% | +18.9% | -32.1% | -13.3% |
| 6M | +53.5% | +35.1% | +18.3% | +46.0% |
| YTD | +191.0% | +5.5% | +185.5% | +204.2% |
| 1Y | +360.5% | -16.8% | +377.3% | +448.8% |
| 3Y | +1,568.0% | -28.1% | +1,596.1% | +1,957.9% |
| All | +1,076.1% | -17.4% | +1,093.5% | +1,550.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling