+0.1%
DOW vs FDS
+51.1%
-51.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +5.2% | +1.5% | +3.8% | +4.7% |
| 30D | +13.2% | +14.8% | -1.6% | +7.5% |
| 3M | +10.1% | +16.3% | -6.2% | +3.4% |
| 6M | -13.1% | +66.2% | -79.3% | -30.3% |
| YTD | +46.1% | +16.2% | +29.9% | +34.3% |
| 1Y | +50.0% | +21.8% | +28.2% | +34.4% |
| 3Y | -20.2% | -23.9% | +3.6% | -12.4% |
| 5Y | -27.7% | -23.1% | -4.6% | -22.9% |
| All | +0.1% | +51.1% | -51.0% | -27.8% |
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