+87.8%
DT vs FDS
+29.5%
+58.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +3.1% | +1.5% | +1.7% | +2.3% |
| 30D | -29.5% | +14.8% | -44.4% | -35.2% |
| 3M | -11.7% | +16.3% | -28.0% | -20.0% |
| 6M | +29.0% | +66.2% | -37.2% | -7.1% |
| YTD | +3.4% | +16.2% | -12.9% | -8.4% |
| 1Y | -4.2% | +21.8% | -26.1% | -18.1% |
| 3Y | -12.8% | -23.9% | +11.0% | -2.6% |
| 5Y | -39.6% | -23.1% | -16.5% | -33.5% |
| All | +87.8% | +29.5% | +58.3% | +52.8% |
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