+3,078.0%
FN vs FDS
+498.4%
+2,579.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -6.9% |
| 7D | -7.0% | +9.4% | -16.4% | -10.0% |
| 30D | -24.7% | +23.8% | -48.5% | -30.6% |
| 3M | -35.7% | +25.1% | -60.8% | -41.8% |
| 6M | -52.4% | +53.8% | -106.2% | -62.0% |
| YTD | -25.0% | +19.6% | -44.5% | -34.3% |
| 1Y | -25.7% | +31.6% | -57.3% | -38.7% |
| 3Y | +110.2% | -20.0% | +130.2% | +116.7% |
| 5Y | +192.3% | -18.6% | +210.9% | +194.1% |
| 10Y | +812.3% | +149.8% | +662.5% | +344.2% |
| All | +3,078.0% | +498.4% | +2,579.7% | +823.8% |
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