+142.2%
CI vs FDS
+135.1%
+7.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +0.1% | -5.0% | +5.1% | +1.8% |
| 30D | +4.7% | +13.8% | -9.1% | +0.3% |
| 3M | +5.2% | +14.8% | -9.6% | -0.1% |
| 6M | +3.8% | +47.4% | -43.6% | -10.9% |
| YTD | +9.2% | +14.2% | -4.9% | +1.9% |
| 1Y | +14.3% | +26.6% | -12.4% | +1.7% |
| 3Y | +8.4% | -24.4% | +32.9% | +16.9% |
| 5Y | +50.0% | -22.6% | +72.7% | +55.9% |
| 10Y | +142.2% | +130.0% | +12.2% | +55.6% |
| All | +142.2% | +135.1% | +7.1% | +55.6% |
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