+200.1%
EXC vs FDS
+132.8%
+67.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.6% |
| 7D | -1.4% | -2.1% | +0.8% | -0.8% |
| 30D | +8.3% | +16.0% | -7.7% | +3.5% |
| 3M | +2.6% | +18.8% | -16.2% | -3.2% |
| 6M | +5.2% | +54.1% | -48.9% | -9.8% |
| YTD | +7.5% | +17.0% | -9.5% | 0.0% |
| 1Y | +3.2% | +25.5% | -22.4% | -7.0% |
| 3Y | +29.5% | -23.3% | +52.8% | +38.2% |
| 5Y | +39.7% | -22.6% | +62.3% | +45.6% |
| 10Y | +200.1% | +130.2% | +69.9% | +116.1% |
| All | +200.1% | +132.8% | +67.3% | +116.1% |
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