+41.8%
AR vs FDS
+77.6%
-35.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.4% |
| 7D | -1.8% | -5.4% | +3.5% | -0.3% |
| 30D | +12.6% | +1.6% | +11.0% | +11.8% |
| 3M | +10.0% | +17.7% | -7.7% | +3.5% |
| 6M | +0.6% | +29.1% | -28.4% | -9.0% |
| YTD | +13.4% | +1.0% | +12.4% | +10.8% |
| 1Y | +21.7% | -21.6% | +43.3% | +29.5% |
| 3Y | +45.8% | -30.1% | +75.9% | +59.8% |
| 5Y | +144.3% | -20.7% | +165.0% | +153.2% |
| 10Y | +41.8% | +78.3% | -36.5% | +6.1% |
| All | +41.8% | +77.6% | -35.8% | +6.1% |
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