+6,589.6%
LOW vs FDS
+9,502.8%
-2,913.2%
-60.6%
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% | +2.4% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -7.0% | +9.0% | -16.1% | -9.7% |
| 3M | -0.9% | +18.9% | -19.7% | -7.1% |
| 6M | -20.1% | +35.1% | -55.2% | -29.3% |
| YTD | -13.9% | +5.5% | -19.4% | -18.0% |
| 1Y | -21.1% | -16.8% | -4.3% | -19.3% |
| 3Y | -6.6% | -28.1% | +21.4% | -0.6% |
| 5Y | +9.4% | -17.4% | +26.8% | +10.5% |
| 10Y | +220.5% | +85.4% | +135.1% | +148.2% |
| All | +6,589.6% | +9,502.8% | -2,913.2% | +1,699.6% |
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