+190.2%
B vs FDS
+87.3%
+102.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.8% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | +9.4% | +9.0% | +0.4% | +8.2% |
| 3M | +5.0% | +18.9% | -13.9% | +2.2% |
| 6M | -3.5% | +35.1% | -38.7% | -8.3% |
| YTD | +4.5% | +5.5% | -1.0% | +3.0% |
| 1Y | +67.8% | -16.8% | +84.6% | +72.2% |
| 3Y | +196.7% | -28.1% | +224.8% | +211.2% |
| 5Y | +151.9% | -17.4% | +169.3% | +154.7% |
| All | +190.2% | +87.3% | +102.9% | +182.5% |
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