+28.3%
EL vs FDS
+72.8%
-44.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.6% |
| 7D | -2.4% | -8.8% | +6.4% | +1.1% |
| 30D | +13.7% | -1.4% | +15.0% | +14.2% |
| 3M | +14.5% | +13.9% | +0.6% | +7.8% |
| 6M | +7.4% | +27.4% | -20.0% | -4.8% |
| YTD | -4.7% | -2.5% | -2.2% | -6.0% |
| 1Y | +12.9% | -23.8% | +36.7% | +22.9% |
| 3Y | -32.2% | -32.5% | +0.3% | -22.8% |
| 5Y | -68.4% | -23.2% | -45.2% | -66.1% |
| 10Y | +28.3% | +76.4% | -48.1% | +0.5% |
| All | +28.3% | +72.8% | -44.6% | +0.5% |
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