+1,076.6%
FDS vs EFV
+248.4%
+828.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | +16.0% | +3.1% | +12.9% | +13.6% |
| 3M | +18.8% | -1.2% | +20.0% | +19.6% |
| 6M | +54.1% | +5.6% | +48.5% | +47.4% |
| YTD | +17.0% | +15.8% | +1.2% | +4.0% |
| 1Y | +25.5% | +20.0% | +5.5% | +8.7% |
| 3Y | -23.3% | +91.0% | -114.3% | -52.5% |
| 5Y | -22.6% | +93.7% | -116.3% | -53.0% |
| 10Y | +130.2% | +160.9% | -30.7% | +11.3% |
| All | +1,076.6% | +248.4% | +828.2% | +356.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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