+200.5%
B vs FDS
+135.1%
+65.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +11.3% | -5.0% | +16.3% | +12.0% |
| 30D | +2.9% | +13.8% | -10.8% | +1.3% |
| 3M | -2.9% | +14.8% | -17.7% | -4.7% |
| 6M | -1.2% | +47.4% | -48.6% | -6.8% |
| YTD | -1.3% | +14.2% | -15.5% | -3.7% |
| 1Y | +30.4% | +26.6% | +3.8% | +24.8% |
| 3Y | +195.3% | -24.4% | +219.7% | +208.0% |
| 5Y | +146.2% | -22.6% | +168.9% | +153.5% |
| 10Y | +200.5% | +130.0% | +70.5% | +196.7% |
| All | +200.5% | +135.1% | +65.4% | +196.7% |
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