+4,462.2%
EAT vs FDS
+10,327.4%
-5,865.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +11.5% | +20.2% | -8.7% | +5.1% |
| 3M | -9.1% | +19.9% | -29.0% | -15.0% |
| 6M | +40.4% | +56.2% | -15.7% | +19.0% |
| YTD | +43.9% | +14.6% | +29.4% | +32.3% |
| 1Y | +101.9% | +31.6% | +70.3% | +76.7% |
| 3Y | +489.9% | -23.8% | +513.7% | +512.2% |
| 5Y | +362.6% | -22.6% | +385.2% | +377.1% |
| 10Y | +385.7% | +139.3% | +246.4% | +263.2% |
| All | +4,462.2% | +10,327.4% | -5,865.2% | +1,758.8% |
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