+306.0%
RF vs FDS
+10,727.5%
-10,421.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.6% | +6.4% | -8.0% | -3.9% |
| 30D | +5.0% | +25.2% | -20.1% | -3.6% |
| 3M | -10.0% | +22.9% | -32.9% | -17.5% |
| 6M | +3.3% | +56.5% | -53.2% | -15.2% |
| YTD | +7.9% | +19.0% | -11.0% | -3.5% |
| 1Y | +21.2% | +32.7% | -11.5% | +3.4% |
| 3Y | +105.8% | -20.4% | +126.2% | +111.3% |
| 5Y | +43.7% | -19.6% | +63.3% | +45.5% |
| 10Y | +289.4% | +148.5% | +140.9% | +156.7% |
| All | +306.0% | +10,727.5% | -10,421.5% | +36.2% |
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