+2,327.9%
NDAQ vs FDS
+1,850.5%
+477.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -1.6% |
| 30D | +2.5% | +9.0% | -6.6% | -2.0% |
| 3M | +9.9% | +18.9% | -8.9% | -0.1% |
| 6M | +9.4% | +35.1% | -25.7% | -7.9% |
| YTD | +0.4% | +5.5% | -5.1% | -5.4% |
| 1Y | +4.0% | -16.8% | +20.8% | +9.0% |
| 3Y | +94.4% | -28.1% | +122.4% | +116.4% |
| 5Y | +56.7% | -17.4% | +74.1% | +61.5% |
| 10Y | +375.3% | +85.4% | +289.9% | +222.5% |
| All | +2,327.9% | +1,850.5% | +477.4% | +709.0% |
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