+276.6%
BR vs FDS
+127.0%
+149.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.3% | -2.6% | +1.3% | -0.2% |
| 30D | +13.7% | +14.1% | -0.4% | +7.1% |
| 3M | +13.8% | +19.8% | -6.0% | +4.5% |
| 6M | +29.7% | +55.0% | -25.2% | +5.4% |
| YTD | -12.6% | +15.9% | -28.5% | -20.1% |
| 1Y | -12.4% | +24.2% | -36.6% | -22.7% |
| 3Y | +14.1% | -24.0% | +38.2% | +23.9% |
| 5Y | +18.7% | -23.3% | +42.0% | +26.7% |
| All | +276.6% | +127.0% | +149.7% | +144.8% |
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 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