+3,306.4%
V vs FDS
+673.1%
+2,633.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.8% | -5.0% | +4.2% | +1.5% |
| 30D | +9.5% | +13.8% | -4.2% | +3.0% |
| 3M | +16.7% | +14.8% | +1.8% | +8.3% |
| 6M | +32.9% | +47.4% | -14.4% | +7.2% |
| YTD | +21.1% | +14.2% | +6.9% | +8.3% |
| 1Y | +26.6% | +26.6% | 0.0% | +6.9% |
| 3Y | +78.4% | -24.4% | +102.8% | +92.2% |
| 5Y | +105.5% | -22.6% | +128.1% | +114.1% |
| 10Y | +444.2% | +130.0% | +314.3% | +201.9% |
| All | +3,306.4% | +673.1% | +2,633.3% | +761.5% |
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