+70.9%
DD vs FDS
+78.9%
-8.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.2% |
| 7D | -0.6% | -5.4% | +4.8% | +1.2% |
| 30D | -7.4% | +1.6% | -9.0% | -8.2% |
| 3M | -6.4% | +17.7% | -24.2% | -12.9% |
| 6M | -2.5% | +29.1% | -31.5% | -14.2% |
| YTD | +10.2% | +1.0% | +9.3% | +6.7% |
| 1Y | +36.9% | -21.6% | +58.6% | +47.6% |
| 3Y | +47.0% | -30.1% | +77.1% | +64.8% |
| 5Y | +63.1% | -20.7% | +83.9% | +68.4% |
| All | +70.9% | +78.9% | -8.0% | +20.2% |
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