+95.6%
F vs FDS
+84.7%
+10.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.7% |
| 7D | +5.3% | -1.9% | +7.2% | +6.0% |
| 30D | +4.6% | +9.0% | -4.4% | +1.3% |
| 3M | -3.7% | +18.9% | -22.5% | -10.5% |
| 6M | +16.8% | +35.1% | -18.3% | +1.4% |
| YTD | +15.3% | +5.5% | +9.8% | +10.2% |
| 1Y | +31.0% | -16.8% | +47.8% | +38.3% |
| 3Y | +45.4% | -28.1% | +73.5% | +62.2% |
| 5Y | +54.7% | -17.4% | +72.1% | +59.7% |
| All | +95.6% | +84.7% | +10.9% | +30.7% |
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