+4,402.4%
TER vs FDS
+9,502.8%
-5,100.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +7.1% |
| 7D | +0.6% | -1.9% | +2.5% | +1.4% |
| 30D | -8.3% | +9.0% | -17.3% | -12.5% |
| 3M | -12.2% | +18.9% | -31.1% | -23.3% |
| 6M | +17.1% | +35.1% | -18.1% | -7.5% |
| YTD | +84.7% | +5.5% | +79.2% | +61.0% |
| 1Y | +199.9% | -16.8% | +216.7% | +187.8% |
| 3Y | +232.8% | -28.1% | +260.8% | +240.4% |
| 5Y | +198.6% | -17.4% | +216.0% | +182.5% |
| 10Y | +1,669.7% | +85.4% | +1,584.3% | +989.6% |
| All | +4,402.4% | +9,502.8% | -5,100.4% | +546.5% |
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