+1,882.2%
FDS vs BG
+954.5%
+927.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +1.5% | +2.6% | -1.1% | +0.8% |
| 30D | +14.8% | -6.7% | +21.5% | +16.6% |
| 3M | +16.3% | -9.3% | +25.5% | +18.5% |
| 6M | +66.2% | -18.3% | +84.6% | +73.5% |
| YTD | +16.2% | +16.2% | +0.1% | +10.4% |
| 1Y | +21.8% | +7.6% | +14.2% | +17.9% |
| 3Y | -23.9% | +6.6% | -30.4% | -27.6% |
| 5Y | -23.1% | +22.2% | -45.3% | -31.1% |
| 10Y | +128.7% | +112.0% | +16.7% | +66.5% |
| All | +1,882.2% | +954.5% | +927.7% | +867.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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