-66.2%
CAPR vs FDS
+135.4%
-201.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.3% | +5.8% |
| 7D | +41.1% | -0.5% | +41.6% | +41.2% |
| 30D | +11.1% | +20.2% | -9.1% | +4.6% |
| 3M | +115.3% | +19.9% | +95.4% | +100.8% |
| 6M | -73.8% | +56.2% | -130.0% | -78.9% |
| YTD | -68.8% | +14.6% | -83.4% | -71.7% |
| 1Y | +43.3% | +31.6% | +11.7% | +21.3% |
| 3Y | +214.7% | -23.8% | +238.5% | +238.9% |
| 5Y | +141.3% | -22.6% | +163.9% | +150.4% |
| All | -66.2% | +135.4% | -201.5% | -81.3% |
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