+7.8%
BR vs FDS
-20.4%
+28.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -0.6% |
| 7D | -5.9% | -5.4% | -0.6% | -3.6% |
| 30D | +1.9% | +1.6% | +0.3% | +1.1% |
| 3M | +14.7% | +17.7% | -3.1% | +6.2% |
| 6M | -12.8% | +29.1% | -41.8% | -22.9% |
| YTD | -23.0% | +1.0% | -24.0% | -24.4% |
| 1Y | -31.7% | -21.6% | -10.1% | -24.8% |
| 3Y | -4.8% | -30.1% | +25.3% | +8.4% |
| 5Y | +7.8% | -20.7% | +28.6% | +19.0% |
| All | +7.8% | -20.4% | +28.2% | +19.0% |
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