+1,267.6%
ES vs FDS
+9,502.8%
-8,235.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | 0.0% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -2.0% | +9.0% | -11.0% | -3.5% |
| 3M | +1.7% | +18.9% | -17.2% | -1.7% |
| 6M | -3.5% | +35.1% | -38.7% | -9.4% |
| YTD | +7.9% | +5.5% | +2.4% | +5.3% |
| 1Y | +17.2% | -16.8% | +34.0% | +18.7% |
| 3Y | +29.3% | -28.1% | +57.4% | +33.9% |
| 5Y | -5.7% | -17.4% | +11.7% | -5.2% |
| 10Y | +85.2% | +85.4% | -0.2% | +62.5% |
| All | +1,267.6% | +9,502.8% | -8,235.3% | +729.2% |
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