+576.2%
FE vs FDS
+6,525.7%
-5,949.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | 0.0% |
| 7D | +1.9% | -1.9% | +3.8% | +2.3% |
| 30D | -1.2% | +9.0% | -10.2% | -2.8% |
| 3M | +3.5% | +18.9% | -15.4% | -0.1% |
| 6M | -6.1% | +35.1% | -41.2% | -12.0% |
| YTD | +7.6% | +5.5% | +2.1% | +4.9% |
| 1Y | +11.9% | -16.8% | +28.7% | +13.4% |
| 3Y | +48.4% | -28.1% | +76.5% | +53.5% |
| 5Y | +44.8% | -17.4% | +62.2% | +45.2% |
| 10Y | +115.9% | +85.4% | +30.4% | +88.0% |
| All | +576.2% | +6,525.7% | -5,949.5% | +322.7% |
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