+1,378.2%
ED vs FDS
+9,502.8%
-8,124.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.9% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | -0.1% | +9.0% | -9.2% | -1.2% |
| 3M | +3.9% | +18.9% | -14.9% | +1.5% |
| 6M | -3.0% | +35.1% | -38.2% | -7.2% |
| YTD | +10.7% | +5.5% | +5.2% | +8.8% |
| 1Y | +13.3% | -16.8% | +30.2% | +14.5% |
| 3Y | +34.5% | -28.1% | +62.6% | +37.8% |
| 5Y | +67.1% | -17.4% | +84.6% | +67.6% |
| 10Y | +103.0% | +85.4% | +17.6% | +84.0% |
| All | +1,378.2% | +9,502.8% | -8,124.7% | +912.7% |
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