+196.2%
W vs FDS
+209.7%
-13.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.2% | +1.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.3% |
| 30D | +7.0% | +20.2% | -13.2% | -6.9% |
| 3M | +7.4% | +19.9% | -12.5% | -7.8% |
| 6M | +69.3% | +56.2% | +13.1% | +12.5% |
| YTD | +11.3% | +14.6% | -3.3% | -8.1% |
| 1Y | +13.2% | +31.6% | -18.4% | -17.8% |
| 3Y | +142.0% | -23.8% | +165.8% | +179.9% |
| 5Y | -54.6% | -22.6% | -32.1% | -46.0% |
| 10Y | +243.7% | +139.3% | +104.4% | +73.3% |
| All | +196.2% | +209.7% | -13.5% | -3.8% |
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