+1,389.8%
EL vs FDS
+10,290.2%
-8,900.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +8.0% | -5.0% | +13.0% | +9.2% |
| 30D | +15.4% | +13.8% | +1.6% | +12.0% |
| 3M | +28.5% | +14.8% | +13.7% | +24.1% |
| 6M | +32.2% | +47.4% | -15.1% | +19.8% |
| YTD | +9.2% | +14.2% | -5.0% | +4.0% |
| 1Y | +30.8% | +26.6% | +4.1% | +21.4% |
| 3Y | +3.7% | -24.4% | +28.1% | +7.5% |
| 5Y | -64.8% | -22.6% | -42.1% | -63.7% |
| 10Y | +60.0% | +130.0% | -70.0% | +32.3% |
| All | +1,389.8% | +10,290.2% | -8,900.4% | +695.0% |
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