+76.4%
FDS vs USFR
+28.0%
+48.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.8% | +0.1% | -8.8% | -8.8% |
| 30D | -1.4% | +0.3% | -1.6% | -1.5% |
| 3M | +13.9% | +1.0% | +12.9% | +13.3% |
| 6M | +27.4% | +1.9% | +25.4% | +26.2% |
| YTD | -2.5% | +2.7% | -5.1% | -3.6% |
| 1Y | -23.8% | +4.0% | -27.8% | -25.1% |
| 3Y | -32.5% | +14.0% | -46.5% | -35.5% |
| 5Y | -23.2% | +20.4% | -43.6% | -28.3% |
| 10Y | +76.4% | +28.0% | +48.4% | +56.7% |
| All | +76.4% | +28.0% | +48.4% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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