+1,349.0%
EL vs FDS
+10,327.4%
-8,978.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +3.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +16.5% | +20.2% | -3.7% | +11.6% |
| 3M | +29.2% | +19.9% | +9.3% | +23.6% |
| 6M | +27.9% | +56.2% | -28.2% | +14.3% |
| YTD | +6.2% | +14.6% | -8.4% | +1.1% |
| 1Y | +27.2% | +31.6% | -4.4% | +17.0% |
| 3Y | +3.2% | -23.8% | +27.0% | +6.8% |
| 5Y | -66.0% | -22.6% | -43.4% | -64.9% |
| 10Y | +58.3% | +139.3% | -81.0% | +29.9% |
| All | +1,349.0% | +10,327.4% | -8,978.4% | +672.7% |
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