+449.6%
P vs FDS
+138.9%
+310.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.5% | -15.9% | -16.2% |
| 7D | -31.9% | +6.4% | -38.3% | -33.8% |
| 30D | -36.5% | +25.2% | -61.7% | -42.6% |
| 3M | +11.6% | +22.9% | -11.3% | +0.2% |
| 6M | +25.2% | +56.5% | -31.3% | -3.1% |
| YTD | +39.4% | +19.0% | +20.5% | +21.9% |
| 1Y | -3.7% | +32.7% | -36.4% | -21.8% |
| 3Y | +167.3% | -20.4% | +187.7% | +182.2% |
| 5Y | +237.3% | -19.6% | +256.9% | +248.5% |
| 10Y | +698.6% | +148.5% | +550.1% | +271.5% |
| All | +449.6% | +138.9% | +310.8% | +144.5% |
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