+49.1%
D vs FDS
+127.7%
-78.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.4% | +1.5% | -2.8% | -1.7% |
| 30D | +7.7% | +14.8% | -7.1% | +4.2% |
| 3M | -0.3% | +16.3% | -16.6% | -4.2% |
| 6M | +10.1% | +66.2% | -56.2% | -4.6% |
| YTD | +19.1% | +16.2% | +2.8% | +12.6% |
| 1Y | +15.9% | +21.8% | -5.9% | +7.6% |
| 3Y | +75.0% | -23.9% | +98.9% | +86.8% |
| 5Y | +13.4% | -23.1% | +36.5% | +18.7% |
| All | +49.1% | +127.7% | -78.5% | +16.5% |
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