+72.2%
F vs FDS
+127.5%
-55.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -0.2% | -2.0% | +1.7% | +0.4% |
| 30D | +0.9% | +13.5% | -12.6% | -3.5% |
| 3M | -11.3% | +15.2% | -26.5% | -16.1% |
| 6M | +2.0% | +47.0% | -45.0% | -13.6% |
| YTD | -3.2% | +13.9% | -17.1% | -10.2% |
| 1Y | -3.5% | +25.2% | -28.6% | -14.8% |
| 3Y | +48.1% | -25.3% | +73.4% | +63.5% |
| 5Y | -13.5% | -23.3% | +9.8% | -7.0% |
| 10Y | +72.2% | +126.0% | -53.9% | +8.0% |
| All | +72.2% | +127.5% | -55.3% | +8.0% |
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