+5,922.9%
DE vs FDS
+10,480.1%
-4,557.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +3.6% | +14.8% | -11.3% | -0.6% |
| 3M | +10.2% | +16.3% | -6.0% | +4.8% |
| 6M | +16.6% | +66.2% | -49.7% | -1.8% |
| YTD | +45.8% | +16.2% | +29.6% | +34.2% |
| 1Y | +43.9% | +21.8% | +22.1% | +30.2% |
| 3Y | +89.6% | -23.9% | +113.5% | +95.8% |
| 5Y | +100.3% | -23.1% | +123.4% | +103.9% |
| 10Y | +760.8% | +128.7% | +632.1% | +526.7% |
| All | +5,922.9% | +10,480.1% | -4,557.2% | +2,083.6% |
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