+1,260.1%
ES vs FDS
+10,327.4%
-9,067.3%
-44.0%
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% | -2.3% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +7.1% | +20.2% | -13.2% | +3.7% |
| 3M | -1.9% | +19.9% | -21.8% | -5.2% |
| 6M | +4.4% | +56.2% | -51.8% | -4.3% |
| YTD | +7.3% | +14.6% | -7.2% | +3.0% |
| 1Y | +2.1% | +31.6% | -29.5% | -4.5% |
| 3Y | +41.8% | -23.8% | +65.7% | +45.1% |
| 5Y | +1.4% | -22.6% | +24.0% | +2.9% |
| 10Y | +86.8% | +139.3% | -52.6% | +57.4% |
| All | +1,260.1% | +10,327.4% | -9,067.3% | +711.3% |
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