+12,471.5%
FIX vs FDS
+7,541.0%
+4,930.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.0% |
| 7D | +6.0% | -1.9% | +7.9% | +6.6% |
| 30D | -7.2% | +9.0% | -16.3% | -10.1% |
| 3M | -15.9% | +18.9% | -34.7% | -22.6% |
| 6M | +12.7% | +35.1% | -22.4% | -2.6% |
| YTD | +72.8% | +5.5% | +67.3% | +60.0% |
| 1Y | +122.9% | -16.8% | +139.7% | +121.2% |
| 3Y | +774.3% | -28.1% | +802.4% | +803.9% |
| 5Y | +2,049.5% | -17.4% | +2,066.9% | +2,010.0% |
| 10Y | +5,821.5% | +85.4% | +5,736.0% | +4,253.7% |
| All | +12,471.5% | +7,541.0% | +4,930.5% | +4,087.6% |
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