+291.3%
IR vs FDS
+107.8%
+183.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.5% |
| 7D | -2.8% | -1.9% | -0.9% | -2.2% |
| 30D | -15.1% | +9.0% | -24.2% | -18.0% |
| 3M | +6.1% | +18.9% | -12.8% | -1.7% |
| 6M | -16.8% | +35.1% | -51.9% | -28.1% |
| YTD | -3.5% | +5.5% | -9.0% | -8.1% |
| 1Y | -3.5% | -16.8% | +13.3% | +1.9% |
| 3Y | +9.5% | -28.1% | +37.5% | +23.0% |
| 5Y | +45.1% | -17.4% | +62.5% | +50.9% |
| All | +291.3% | +107.8% | +183.5% | +150.5% |
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