+1,300.6%
ES vs FDS
+10,727.5%
-9,426.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +5.9% | +6.4% | -0.5% | +4.8% |
| 30D | +10.2% | +25.2% | -15.0% | +6.0% |
| 3M | +0.4% | +22.9% | -22.5% | -3.4% |
| 6M | +6.9% | +56.5% | -49.6% | -2.1% |
| YTD | +10.5% | +19.0% | -8.4% | +5.4% |
| 1Y | +3.2% | +32.7% | -29.5% | -3.6% |
| 3Y | +49.0% | -20.4% | +69.5% | +51.4% |
| 5Y | +4.5% | -19.6% | +24.1% | +5.3% |
| 10Y | +92.3% | +148.5% | -56.2% | +61.1% |
| All | +1,300.6% | +10,727.5% | -9,426.9% | +730.1% |
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