+325.3%
IR vs FDS
+125.6%
+199.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.7% |
| 7D | +3.7% | -0.5% | +4.2% | +3.7% |
| 30D | +7.4% | +20.2% | -12.8% | +0.3% |
| 3M | -5.9% | +19.9% | -25.8% | -12.8% |
| 6M | +5.6% | +56.2% | -50.6% | -13.3% |
| YTD | +4.8% | +14.6% | -9.7% | -3.7% |
| 1Y | +6.9% | +31.6% | -24.7% | -8.6% |
| 3Y | +27.6% | -23.8% | +51.4% | +40.0% |
| 5Y | +45.8% | -22.6% | +68.4% | +57.1% |
| All | +325.3% | +125.6% | +199.6% | +162.4% |
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