+89.2%
ES vs FDS
+127.5%
-38.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.9% | -2.0% | +2.8% | +1.4% |
| 30D | +5.9% | +13.5% | -7.6% | +2.3% |
| 3M | -1.0% | +15.2% | -16.2% | -5.2% |
| 6M | +7.2% | +47.0% | -39.9% | -5.4% |
| YTD | +7.0% | +13.9% | -6.9% | +1.1% |
| 1Y | +0.5% | +25.2% | -24.7% | -8.5% |
| 3Y | +48.7% | -25.3% | +74.0% | +60.2% |
| 5Y | +1.9% | -23.3% | +25.2% | +7.0% |
| 10Y | +89.2% | +126.0% | -36.9% | +42.2% |
| All | +89.2% | +127.5% | -38.3% | +42.2% |
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