+239.8%
EW vs FDS
+135.1%
+104.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +12.3% | -5.0% | +17.2% | +14.2% |
| 30D | +22.9% | +13.8% | +9.1% | +17.1% |
| 3M | +16.7% | +14.8% | +1.9% | +10.0% |
| 6M | +31.0% | +47.4% | -16.4% | +10.5% |
| YTD | +22.8% | +14.2% | +8.7% | +13.4% |
| 1Y | +25.6% | +26.6% | -1.1% | +10.1% |
| 3Y | +62.0% | -24.4% | +86.4% | +75.2% |
| 5Y | -12.8% | -22.6% | +9.9% | -8.3% |
| 10Y | +239.8% | +130.0% | +109.8% | +96.0% |
| All | +239.8% | +135.1% | +104.7% | +96.0% |
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