+6,438.2%
EW vs FDS
+2,072.8%
+4,365.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | +1.0% | +9.0% | -8.0% | -1.2% |
| 3M | +2.8% | +18.9% | -16.1% | -2.1% |
| 6M | +5.5% | +35.1% | -29.6% | -3.4% |
| YTD | +5.5% | +5.5% | 0.0% | +1.9% |
| 1Y | +11.0% | -16.8% | +27.9% | +13.2% |
| 3Y | +17.7% | -28.1% | +45.8% | +23.2% |
| 5Y | -25.7% | -17.4% | -8.3% | -25.0% |
| 10Y | +132.8% | +85.4% | +47.4% | +95.5% |
| All | +6,438.2% | +2,072.8% | +4,365.3% | +3,674.1% |
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