+1,380.2%
EXC vs FDS
+9,502.8%
-8,122.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.4% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -3.7% | +9.0% | -12.7% | -5.4% |
| 3M | -1.3% | +18.9% | -20.1% | -5.0% |
| 6M | -9.7% | +35.1% | -44.8% | -15.8% |
| YTD | +2.9% | +5.5% | -2.6% | +0.1% |
| 1Y | +4.4% | -16.8% | +21.2% | +5.9% |
| 3Y | +22.2% | -28.1% | +50.3% | +26.7% |
| 5Y | +46.7% | -17.4% | +64.1% | +47.1% |
| 10Y | +155.3% | +85.4% | +69.9% | +120.5% |
| All | +1,380.2% | +9,502.8% | -8,122.6% | +772.7% |
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