+581.0%
FE vs FDS
+7,370.7%
-6,789.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.6% | +6.4% | -5.8% | -0.5% |
| 30D | +6.4% | +25.2% | -18.8% | +2.3% |
| 3M | -0.5% | +22.9% | -23.4% | -4.4% |
| 6M | +4.7% | +56.5% | -51.8% | -4.3% |
| YTD | +8.4% | +19.0% | -10.6% | +3.1% |
| 1Y | +7.2% | +32.7% | -25.5% | -0.2% |
| 3Y | +44.9% | -20.4% | +65.3% | +46.8% |
| 5Y | +46.3% | -19.6% | +65.9% | +47.1% |
| 10Y | +110.3% | +148.5% | -38.3% | +74.4% |
| All | +581.0% | +7,370.7% | -6,789.7% | +315.7% |
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