+334.7%
RF vs FDS
+9,502.8%
-9,168.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.2% |
| 7D | +1.3% | -1.9% | +3.2% | +2.0% |
| 30D | -3.6% | +9.0% | -12.6% | -7.0% |
| 3M | +8.1% | +18.9% | -10.8% | -0.1% |
| 6M | +11.5% | +35.1% | -23.7% | -3.3% |
| YTD | +15.6% | +5.5% | +10.1% | +8.7% |
| 1Y | +15.7% | -16.8% | +32.5% | +18.1% |
| 3Y | +86.9% | -28.1% | +115.0% | +100.6% |
| 5Y | +89.8% | -17.4% | +107.2% | +90.8% |
| 10Y | +344.7% | +85.4% | +259.2% | +227.5% |
| All | +334.7% | +9,502.8% | -9,168.1% | +53.5% |
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