+188.7%
M vs FDS
+10,549.7%
-10,361.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.9% |
| 7D | -3.3% | -2.1% | -1.2% | -2.6% |
| 30D | +8.1% | +16.0% | -7.9% | +2.5% |
| 3M | +2.2% | +18.8% | -16.6% | -4.5% |
| 6M | +35.1% | +54.1% | -19.0% | +13.1% |
| YTD | +15.8% | +17.0% | -1.2% | +4.8% |
| 1Y | +25.8% | +25.5% | +0.3% | +10.7% |
| 3Y | +156.2% | -23.3% | +179.5% | +167.2% |
| 5Y | -2.4% | -22.6% | +20.3% | +1.2% |
| 10Y | -7.1% | +130.2% | -137.3% | -36.2% |
| All | +188.7% | +10,549.7% | -10,361.0% | -12.5% |
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