-50.4%
COMP vs FDS
+11.1%
-61.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.3% |
| 7D | +7.2% | -2.0% | +9.2% | +8.1% |
| 30D | +6.4% | +13.5% | -7.1% | -0.3% |
| 3M | -19.4% | +15.2% | -34.6% | -25.6% |
| 6M | +14.6% | +47.0% | -32.5% | -9.8% |
| YTD | -5.5% | +13.9% | -19.4% | -13.9% |
| 1Y | +13.7% | +25.2% | -11.5% | -4.9% |
| 3Y | +409.7% | -25.3% | +435.0% | +521.1% |
| 5Y | -17.0% | -23.3% | +6.3% | -5.6% |
| All | -50.4% | +11.1% | -61.5% | -47.1% |
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