+81.0%
F vs FDS
+135.1%
-54.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.6% | -5.0% | +4.3% | +1.1% |
| 30D | +2.9% | +13.8% | -10.9% | -1.7% |
| 3M | -9.5% | +14.8% | -24.3% | -14.3% |
| 6M | +4.0% | +47.4% | -43.4% | -12.0% |
| YTD | -1.3% | +14.2% | -15.4% | -8.6% |
| 1Y | -1.9% | +26.6% | -28.6% | -13.9% |
| 3Y | +53.5% | -24.4% | +77.9% | +68.5% |
| 5Y | -15.1% | -22.6% | +7.5% | -9.2% |
| 10Y | +81.0% | +130.0% | -49.0% | +11.1% |
| All | +81.0% | +135.1% | -54.1% | +11.1% |
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