+153.4%
EXE vs FDS
+11.9%
+141.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +5.3% | +1.5% | +3.9% | +5.1% |
| 30D | -2.2% | +14.8% | -17.0% | -4.1% |
| 3M | -5.9% | +16.3% | -22.2% | -8.0% |
| 6M | -5.7% | +66.2% | -71.9% | -13.4% |
| YTD | -17.8% | +16.2% | -34.1% | -19.4% |
| 1Y | -23.1% | +21.8% | -45.0% | -25.5% |
| 3Y | +21.2% | -23.9% | +45.1% | +29.8% |
| 5Y | +78.8% | -23.1% | +101.9% | +87.5% |
| All | +153.4% | +11.9% | +141.5% | +182.8% |
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