+64.9%
EL vs FDS
+127.5%
-62.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +7.6% | -2.0% | +9.6% | +8.4% |
| 30D | +15.7% | +13.5% | +2.2% | +9.9% |
| 3M | +30.5% | +15.2% | +15.4% | +22.7% |
| 6M | +32.5% | +47.0% | -14.5% | +11.2% |
| YTD | +9.4% | +13.9% | -4.4% | +1.0% |
| 1Y | +28.4% | +25.2% | +3.2% | +12.9% |
| 3Y | +4.4% | -25.3% | +29.8% | +14.3% |
| 5Y | -64.5% | -23.3% | -41.2% | -62.1% |
| 10Y | +64.9% | +126.0% | -61.1% | +15.5% |
| All | +64.9% | +127.5% | -62.6% | +15.5% |
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