-49.1%
COMP vs FDS
+14.2%
-63.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.4% |
| 7D | +2.2% | -2.1% | +4.3% | +3.1% |
| 30D | +16.3% | +16.0% | +0.3% | +7.8% |
| 3M | -19.1% | +18.8% | -37.9% | -26.5% |
| 6M | +17.1% | +54.1% | -37.0% | -10.0% |
| YTD | -2.9% | +17.0% | -19.9% | -12.7% |
| 1Y | +8.8% | +25.5% | -16.7% | -8.5% |
| 3Y | +423.5% | -23.3% | +446.8% | +529.5% |
| 5Y | -10.5% | -22.6% | +12.2% | +0.8% |
| All | -49.1% | +14.2% | -63.2% | -46.3% |
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