+6,086.9%
DE vs FDS
+9,502.8%
-3,416.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.9% |
| 7D | +10.0% | -1.9% | +11.9% | +10.6% |
| 30D | +13.3% | +9.0% | +4.3% | +10.3% |
| 3M | +17.5% | +18.9% | -1.3% | +10.5% |
| 6M | +13.6% | +35.1% | -21.6% | +1.3% |
| YTD | +49.8% | +5.5% | +44.3% | +42.6% |
| 1Y | +47.9% | -16.8% | +64.7% | +50.1% |
| 3Y | +72.5% | -28.1% | +100.6% | +82.0% |
| 5Y | +90.2% | -17.4% | +107.6% | +90.1% |
| 10Y | +865.4% | +85.4% | +779.9% | +649.4% |
| All | +6,086.9% | +9,502.8% | -3,416.0% | +2,220.1% |
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