+208.8%
C vs FDS
+127.5%
+81.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -0.4% | -2.0% | +1.6% | +0.4% |
| 30D | -5.2% | +13.5% | -18.7% | -10.1% |
| 3M | -9.1% | +15.2% | -24.2% | -15.2% |
| 6M | -1.6% | +47.0% | -48.6% | -19.3% |
| YTD | +6.9% | +13.9% | -6.9% | -2.9% |
| 1Y | +23.0% | +25.2% | -2.2% | +5.5% |
| 3Y | +216.1% | -25.3% | +241.5% | +249.7% |
| 5Y | +112.2% | -23.3% | +135.6% | +125.2% |
| 10Y | +208.8% | +126.0% | +82.8% | +79.4% |
| All | +208.8% | +127.5% | +81.3% | +79.4% |
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