+34.7%
D vs FDS
+87.3%
-52.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.4% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | -2.6% | +9.0% | -11.6% | -4.8% |
| 3M | 0.0% | +18.9% | -18.8% | -4.8% |
| 6M | +7.4% | +35.1% | -27.8% | -2.4% |
| YTD | +15.9% | +5.5% | +10.4% | +12.4% |
| 1Y | +18.1% | -16.8% | +34.9% | +22.8% |
| 3Y | +58.4% | -28.1% | +86.4% | +70.9% |
| 5Y | +5.2% | -17.4% | +22.6% | +6.2% |
| All | +34.7% | +87.3% | -52.6% | +10.1% |
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