+151.5%
EXC vs FDS
+77.6%
+73.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.0% |
| 7D | +1.2% | -5.4% | +6.6% | +2.9% |
| 30D | -2.7% | +1.6% | -4.3% | -3.4% |
| 3M | -1.0% | +17.7% | -18.7% | -6.7% |
| 6M | -9.3% | +29.1% | -38.3% | -18.2% |
| YTD | +3.6% | +1.0% | +2.7% | +1.0% |
| 1Y | +5.9% | -21.6% | +27.5% | +12.7% |
| 3Y | +21.3% | -30.1% | +51.4% | +32.4% |
| 5Y | +46.2% | -20.7% | +66.9% | +47.5% |
| 10Y | +151.5% | +78.3% | +73.2% | +96.8% |
| All | +151.5% | +77.6% | +73.9% | +96.8% |
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