+62.3%
FDS vs EFV
+169.9%
-107.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | -14.0% | -0.8% | -13.2% | -13.5% |
| 30D | -6.2% | +0.6% | -6.9% | -6.6% |
| 3M | +10.2% | +7.5% | +2.6% | +4.8% |
| 6M | +27.4% | +13.0% | +14.4% | +16.1% |
| YTD | -9.3% | +18.3% | -27.6% | -20.5% |
| 1Y | -28.6% | +26.7% | -55.4% | -40.6% |
| 3Y | -36.8% | +89.6% | -126.4% | -61.4% |
| 5Y | -28.6% | +98.2% | -126.8% | -58.2% |
| All | +62.3% | +169.9% | -107.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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