+54.5%
AR vs FDS
+127.5%
-72.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -5.8% | -2.0% | -3.8% | -5.3% |
| 30D | +4.8% | +13.5% | -8.7% | +0.7% |
| 3M | +1.5% | +15.2% | -13.7% | -3.4% |
| 6M | +4.7% | +47.0% | -42.3% | -8.8% |
| YTD | +9.2% | +13.9% | -4.7% | +2.4% |
| 1Y | +11.2% | +25.2% | -14.0% | +0.4% |
| 3Y | +46.2% | -25.3% | +71.6% | +57.2% |
| 5Y | +98.1% | -23.3% | +121.4% | +108.6% |
| 10Y | +54.5% | +126.0% | -71.5% | +4.3% |
| All | +54.5% | +127.5% | -72.9% | +4.3% |
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