+214.5%
F vs FDS
+10,727.5%
-10,513.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +1.4% | +6.4% | -5.0% | -0.7% |
| 30D | +2.0% | +25.2% | -23.1% | -5.5% |
| 3M | -10.4% | +22.9% | -33.3% | -16.9% |
| 6M | +9.7% | +56.5% | -46.8% | -8.4% |
| YTD | -1.2% | +19.0% | -20.1% | -10.8% |
| 1Y | 0.0% | +32.7% | -32.7% | -13.5% |
| 3Y | +41.1% | -20.4% | +61.5% | +44.0% |
| 5Y | -11.4% | -19.6% | +8.2% | -10.2% |
| 10Y | +85.0% | +148.5% | -63.5% | +24.5% |
| All | +214.5% | +10,727.5% | -10,513.0% | -8.0% |
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