+207.0%
C vs FDS
+127.7%
+79.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +4.2% | +1.5% | +2.7% | +3.6% |
| 30D | +2.0% | +14.8% | -12.8% | -3.7% |
| 3M | -10.1% | +16.3% | -26.4% | -16.4% |
| 6M | +1.0% | +66.2% | -65.2% | -21.6% |
| YTD | +8.5% | +16.2% | -7.8% | -2.3% |
| 1Y | +25.7% | +21.8% | +3.9% | +9.9% |
| 3Y | +216.0% | -23.9% | +239.9% | +247.0% |
| 5Y | +112.3% | -23.1% | +135.4% | +126.1% |
| All | +207.0% | +127.7% | +79.4% | +73.6% |
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