+1,316.6%
BR vs FDS
+528.0%
+788.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.1% | +1.5% | -0.4% | +0.4% |
| 30D | +14.4% | +14.8% | -0.4% | +7.4% |
| 3M | +12.4% | +16.3% | -3.9% | +4.5% |
| 6M | +35.4% | +66.2% | -30.8% | +6.2% |
| YTD | -12.2% | +16.2% | -28.4% | -20.1% |
| 1Y | -12.7% | +21.8% | -34.6% | -22.6% |
| 3Y | +14.3% | -23.9% | +38.1% | +23.2% |
| 5Y | +19.3% | -23.1% | +42.4% | +26.8% |
| 10Y | +278.1% | +128.7% | +149.4% | +133.6% |
| All | +1,316.6% | +528.0% | +788.5% | +358.7% |
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