+1,320.3%
BR vs FDS
+515.4%
+805.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.0% | -2.0% | +7.0% | +5.9% |
| 30D | +16.6% | +13.5% | +3.1% | +10.1% |
| 3M | +12.0% | +15.2% | -3.2% | +4.5% |
| 6M | +30.7% | +47.0% | -16.3% | +8.3% |
| YTD | -11.9% | +13.9% | -25.8% | -19.2% |
| 1Y | -11.6% | +25.2% | -36.7% | -22.5% |
| 3Y | +15.0% | -25.3% | +40.4% | +25.1% |
| 5Y | +18.1% | -23.3% | +41.4% | +25.7% |
| 10Y | +278.6% | +126.0% | +152.6% | +135.2% |
| All | +1,320.3% | +515.4% | +805.0% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling