+237.8%
A vs FDS
+77.6%
+160.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.0% |
| 7D | -2.1% | -5.4% | +3.3% | 0.0% |
| 30D | +0.6% | +1.6% | -1.0% | -0.2% |
| 3M | +10.9% | +17.7% | -6.9% | +2.4% |
| 6M | +28.2% | +29.1% | -0.9% | +12.2% |
| YTD | +8.6% | +1.0% | +7.6% | +5.2% |
| 1Y | +15.5% | -21.6% | +37.2% | +25.0% |
| 3Y | +31.8% | -30.1% | +61.9% | +48.8% |
| 5Y | -14.9% | -20.7% | +5.9% | -10.5% |
| 10Y | +237.8% | +78.3% | +159.5% | +138.1% |
| All | +237.8% | +77.6% | +160.2% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling