+104.0%
ED vs FDS
+77.6%
+26.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.7% |
| 7D | +0.5% | -5.4% | +5.9% | +1.6% |
| 30D | +1.1% | +1.6% | -0.5% | +0.6% |
| 3M | +4.6% | +17.7% | -13.1% | +0.7% |
| 6M | -2.0% | +29.1% | -31.0% | -8.2% |
| YTD | +11.7% | +1.0% | +10.7% | +10.2% |
| 1Y | +15.7% | -21.6% | +37.4% | +21.1% |
| 3Y | +34.4% | -30.1% | +64.5% | +43.3% |
| 5Y | +67.3% | -20.7% | +88.1% | +69.9% |
| 10Y | +104.0% | +78.3% | +25.7% | +73.7% |
| All | +104.0% | +77.6% | +26.5% | +73.7% |
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