+99.7%
DD vs FDS
+127.5%
-27.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | +20.7% | +13.5% | +7.2% | +15.2% |
| 3M | +11.3% | +15.2% | -3.8% | +5.0% |
| 6M | +6.0% | +47.0% | -41.1% | -10.5% |
| YTD | +31.7% | +13.9% | +17.8% | +21.5% |
| 1Y | +32.2% | +25.2% | +7.1% | +16.3% |
| 3Y | +92.7% | -25.3% | +118.0% | +112.2% |
| 5Y | +72.1% | -23.3% | +95.4% | +83.6% |
| 10Y | +99.7% | +126.0% | -26.4% | +31.1% |
| All | +99.7% | +127.5% | -27.8% | +31.1% |
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