+121.7%
EW vs FDS
+77.6%
+44.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.0% |
| 7D | -4.4% | -5.4% | +1.0% | -2.5% |
| 30D | -3.3% | +1.6% | -4.9% | -4.1% |
| 3M | +1.0% | +17.7% | -16.7% | -6.1% |
| 6M | +6.2% | +29.1% | -22.8% | -6.1% |
| YTD | +1.7% | +1.0% | +0.8% | -1.2% |
| 1Y | +8.1% | -21.6% | +29.7% | +16.7% |
| 3Y | +17.1% | -30.1% | +47.2% | +29.9% |
| 5Y | -29.4% | -20.7% | -8.6% | -27.4% |
| 10Y | +121.7% | +78.3% | +43.4% | +48.7% |
| All | +121.7% | +77.6% | +44.2% | +48.7% |
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