+62.3%
FDS vs BG
+166.7%
-104.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -14.0% | +3.1% | -17.1% | -14.6% |
| 30D | -6.2% | +10.2% | -16.5% | -8.4% |
| 3M | +10.2% | -1.7% | +11.8% | +10.1% |
| 6M | +27.4% | +1.0% | +26.5% | +26.5% |
| YTD | -9.3% | +39.9% | -49.2% | -16.8% |
| 1Y | -28.6% | +53.2% | -81.9% | -36.2% |
| 3Y | -36.8% | +16.3% | -53.1% | -40.5% |
| 5Y | -28.6% | +83.9% | -112.5% | -42.3% |
| All | +62.3% | +166.7% | -104.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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