+141.3%
ED vs FDS
+127.5%
+13.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.1% | -2.0% | +4.1% | +2.5% |
| 30D | +12.4% | +13.5% | -1.1% | +9.7% |
| 3M | +13.1% | +15.2% | -2.0% | +9.7% |
| 6M | +14.1% | +47.0% | -33.0% | +4.5% |
| YTD | +23.1% | +13.9% | +9.2% | +18.4% |
| 1Y | +25.4% | +25.2% | +0.3% | +17.6% |
| 3Y | +47.9% | -25.3% | +73.2% | +56.3% |
| 5Y | +81.9% | -23.3% | +105.2% | +88.2% |
| 10Y | +141.3% | +126.0% | +15.2% | +92.6% |
| All | +141.3% | +127.5% | +13.8% | +92.6% |
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