+4,395.1%
EAT vs FDS
+10,290.2%
-5,895.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -3.9% | -5.0% | +1.0% | -2.4% |
| 30D | +5.0% | +13.8% | -8.8% | +0.7% |
| 3M | -9.6% | +14.8% | -24.5% | -14.3% |
| 6M | +46.8% | +47.4% | -0.6% | +26.8% |
| YTD | +41.8% | +14.2% | +27.7% | +30.5% |
| 1Y | +98.3% | +26.6% | +71.6% | +75.7% |
| 3Y | +503.1% | -24.4% | +527.5% | +527.5% |
| 5Y | +356.7% | -22.6% | +379.3% | +371.1% |
| 10Y | +349.8% | +130.0% | +219.8% | +239.9% |
| All | +4,395.1% | +10,290.2% | -5,895.1% | +1,733.5% |
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