+1,172.5%
BR vs FDS
+470.0%
+702.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -1.8% |
| 7D | -5.3% | -1.9% | -3.4% | -4.5% |
| 30D | +6.4% | +9.0% | -2.6% | +2.3% |
| 3M | +13.6% | +18.9% | -5.2% | +4.4% |
| 6M | -6.7% | +35.1% | -41.8% | -19.7% |
| YTD | -21.1% | +5.5% | -26.6% | -24.7% |
| 1Y | -29.6% | -16.8% | -12.7% | -25.8% |
| 3Y | -2.4% | -28.1% | +25.7% | +8.4% |
| 5Y | +11.2% | -17.4% | +28.7% | +14.9% |
| 10Y | +191.8% | +85.4% | +106.3% | +98.8% |
| All | +1,172.5% | +470.0% | +702.5% | +332.5% |
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