+1,533.4%
ED vs FDS
+10,327.4%
-8,794.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.9% |
| 7D | +1.6% | -0.5% | +2.2% | +1.7% |
| 30D | +13.3% | +20.2% | -6.9% | +10.8% |
| 3M | +9.7% | +19.9% | -10.2% | +7.1% |
| 6M | +12.8% | +56.2% | -43.4% | +6.1% |
| YTD | +22.3% | +14.6% | +7.8% | +18.8% |
| 1Y | +26.3% | +31.6% | -5.3% | +20.4% |
| 3Y | +45.0% | -23.8% | +68.9% | +47.4% |
| 5Y | +80.2% | -22.6% | +102.8% | +81.8% |
| 10Y | +129.9% | +139.3% | -9.5% | +102.4% |
| All | +1,533.4% | +10,327.4% | -8,794.0% | +1,006.2% |
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