+143.7%
C vs FDS
+9,502.8%
-9,359.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.3% |
| 7D | +3.6% | -1.9% | +5.5% | +4.5% |
| 30D | +0.1% | +9.0% | -9.0% | -4.2% |
| 3M | +2.4% | +18.9% | -16.4% | -7.6% |
| 6M | +24.9% | +35.1% | -10.2% | +4.2% |
| YTD | +19.8% | +5.5% | +14.3% | +10.5% |
| 1Y | +44.9% | -16.8% | +61.7% | +47.6% |
| 3Y | +263.0% | -28.1% | +291.0% | +291.4% |
| 5Y | +129.5% | -17.4% | +146.9% | +126.4% |
| 10Y | +291.6% | +85.4% | +206.2% | +156.5% |
| All | +143.7% | +9,502.8% | -9,359.2% | -50.3% |
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