+183.8%
EXC vs FDS
+135.1%
+48.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -1.7% | -5.0% | +3.2% | -0.3% |
| 30D | +9.3% | +13.8% | -4.5% | +5.2% |
| 3M | +1.0% | +14.8% | -13.8% | -3.7% |
| 6M | +5.9% | +47.4% | -41.4% | -7.8% |
| YTD | +7.6% | +14.2% | -6.5% | +0.8% |
| 1Y | +2.4% | +26.6% | -24.2% | -8.2% |
| 3Y | +30.2% | -24.4% | +54.7% | +39.3% |
| 5Y | +41.4% | -22.6% | +64.0% | +46.8% |
| 10Y | +183.8% | +130.0% | +53.8% | +114.3% |
| All | +183.8% | +135.1% | +48.6% | +114.3% |
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