-10.9%
DOW vs FDS
+26.8%
-37.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.7% |
| 7D | -6.0% | -8.8% | +2.8% | -2.9% |
| 30D | -2.7% | -1.4% | -1.4% | -2.5% |
| 3M | -10.5% | +13.9% | -24.4% | -16.0% |
| 6M | -12.4% | +27.4% | -39.8% | -22.7% |
| YTD | +30.0% | -2.5% | +32.5% | +28.0% |
| 1Y | +27.8% | -23.8% | +51.6% | +40.2% |
| 3Y | -34.9% | -32.5% | -2.4% | -25.6% |
| 5Y | -35.9% | -23.2% | -12.7% | -34.0% |
| All | -10.9% | +26.8% | -37.7% | -31.2% |
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