+130.1%
FDS vs EFV
+163.3%
-33.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +1.5% | +2.5% | -1.1% | -0.3% |
| 30D | +14.8% | +2.9% | +11.9% | +12.6% |
| 3M | +16.3% | -1.4% | +17.7% | +17.2% |
| 6M | +66.2% | +5.5% | +60.7% | +59.4% |
| YTD | +16.2% | +16.1% | +0.2% | +3.0% |
| 1Y | +21.8% | +20.3% | +1.6% | +5.1% |
| 3Y | -23.9% | +90.4% | -114.3% | -53.8% |
| 5Y | -23.1% | +93.5% | -116.6% | -54.2% |
| All | +130.1% | +163.3% | -33.2% | +1.6% |
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