+15,304.2%
COST vs FDS
+10,480.1%
+4,824.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.6% |
| 30D | +12.8% | +14.8% | -2.0% | +9.0% |
| 3M | +15.2% | +16.3% | -1.1% | +10.5% |
| 6M | +7.4% | +66.2% | -58.8% | -6.5% |
| YTD | +29.0% | +16.2% | +12.8% | +21.2% |
| 1Y | +20.3% | +21.8% | -1.6% | +11.5% |
| 3Y | +99.0% | -23.9% | +122.9% | +105.3% |
| 5Y | +125.7% | -23.1% | +148.8% | +131.4% |
| 10Y | +775.3% | +128.7% | +646.6% | +580.1% |
| All | +15,304.2% | +10,480.1% | +4,824.1% | +5,537.6% |
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