+2,651.8%
TER vs FDS
+10,327.4%
-7,675.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +4.2% |
| 7D | -20.5% | -0.5% | -20.0% | -20.6% |
| 30D | -47.0% | +20.2% | -67.2% | -51.9% |
| 3M | -43.3% | +19.9% | -63.1% | -49.5% |
| 6M | -42.9% | +56.2% | -99.1% | -58.1% |
| YTD | +12.9% | +14.6% | -1.7% | -7.6% |
| 1Y | +18.2% | +31.6% | -13.4% | -10.8% |
| 3Y | +151.8% | -23.8% | +175.6% | +145.2% |
| 5Y | +54.2% | -22.6% | +76.8% | +48.2% |
| 10Y | +908.2% | +139.3% | +768.9% | +435.4% |
| All | +2,651.8% | +10,327.4% | -7,675.6% | +271.0% |
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