+110.9%
DT vs FDS
+12.5%
+98.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -0.6% |
| 7D | -4.9% | -5.4% | +0.5% | -1.8% |
| 30D | +2.7% | +1.6% | +1.1% | +1.6% |
| 3M | +20.0% | +17.7% | +2.2% | +7.5% |
| 6M | +28.0% | +29.1% | -1.0% | +8.0% |
| YTD | +16.0% | +1.0% | +15.1% | +12.6% |
| 1Y | +0.7% | -21.6% | +22.3% | +12.6% |
| 3Y | +6.2% | -30.1% | +36.3% | +25.2% |
| 5Y | -28.1% | -20.7% | -7.4% | -22.0% |
| All | +110.9% | +12.5% | +98.4% | +87.9% |
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