+85.6%
ES vs FDS
+135.1%
-49.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | -5.0% | +4.9% | +1.3% |
| 30D | +5.7% | +13.8% | -8.0% | +2.0% |
| 3M | -2.8% | +14.8% | -17.6% | -6.9% |
| 6M | +7.0% | +47.4% | -40.4% | -5.7% |
| YTD | +6.8% | +14.2% | -7.4% | +0.8% |
| 1Y | -0.5% | +26.6% | -27.1% | -9.7% |
| 3Y | +47.2% | -24.4% | +71.6% | +57.9% |
| 5Y | +2.3% | -22.6% | +24.9% | +7.0% |
| 10Y | +85.6% | +130.0% | -44.3% | +40.4% |
| All | +85.6% | +135.1% | -49.5% | +40.4% |
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