+187.9%
BR vs FDS
+66.9%
+121.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +2.6% |
| 7D | -6.0% | -16.0% | +10.0% | +1.4% |
| 30D | -0.9% | -6.7% | +5.9% | +2.0% |
| 3M | +16.4% | +6.0% | +10.4% | +12.6% |
| 6M | -8.2% | +25.1% | -33.3% | -18.1% |
| YTD | -23.2% | -8.1% | -15.1% | -22.0% |
| 1Y | -30.9% | -26.0% | -4.9% | -23.3% |
| 3Y | -5.0% | -36.4% | +31.4% | +11.5% |
| 5Y | +8.8% | -27.7% | +36.5% | +19.3% |
| All | +187.9% | +66.9% | +121.0% | +120.1% |
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