+1,204.5%
D vs FDS
+10,327.4%
-9,123.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +11.5% | +20.2% | -8.7% | +8.5% |
| 3M | +3.7% | +19.9% | -16.1% | +0.7% |
| 6M | +13.5% | +56.2% | -42.6% | +5.2% |
| YTD | +20.7% | +14.6% | +6.2% | +16.4% |
| 1Y | +18.2% | +31.6% | -13.4% | +11.3% |
| 3Y | +73.3% | -23.8% | +97.1% | +76.8% |
| 5Y | +12.3% | -22.6% | +34.8% | +13.6% |
| 10Y | +43.4% | +139.3% | -95.9% | +23.0% |
| All | +1,204.5% | +10,327.4% | -9,123.0% | +733.5% |
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