-50.2%
COMP vs FDS
+13.1%
-63.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | +8.9% | -2.6% | +11.5% | +10.1% |
| 30D | +14.0% | +14.1% | -0.1% | +6.5% |
| 3M | -21.1% | +19.8% | -40.9% | -28.5% |
| 6M | +20.1% | +55.0% | -34.9% | -8.1% |
| YTD | -5.0% | +15.9% | -20.9% | -14.2% |
| 1Y | +5.7% | +24.2% | -18.5% | -10.6% |
| 3Y | +412.2% | -24.0% | +436.3% | +518.9% |
| 5Y | -12.1% | -23.3% | +11.3% | -0.5% |
| All | -50.2% | +13.1% | -63.2% | -47.2% |
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