+7,433.0%
FIX vs FDS
+8,515.4%
-1,082.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.4% |
| 7D | -27.2% | +6.4% | -33.6% | -28.9% |
| 30D | -46.9% | +25.2% | -72.1% | -50.9% |
| 3M | -44.4% | +22.9% | -67.3% | -48.8% |
| 6M | -50.9% | +56.5% | -107.4% | -59.8% |
| YTD | +3.5% | +19.0% | -15.4% | -8.9% |
| 1Y | -2.1% | +32.7% | -34.8% | -17.7% |
| 3Y | +418.7% | -20.4% | +439.2% | +413.3% |
| 5Y | +894.6% | -19.6% | +914.1% | +877.1% |
| 10Y | +3,465.5% | +148.5% | +3,317.0% | +2,257.6% |
| All | +7,433.0% | +8,515.4% | -1,082.4% | +2,283.5% |
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