+126.0%
FDS vs USFR
+28.5%
+97.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +13.5% | +0.4% | +13.1% | +13.3% |
| 3M | +15.2% | +1.1% | +14.1% | +14.5% |
| 6M | +47.0% | +2.1% | +45.0% | +45.5% |
| YTD | +13.9% | +3.4% | +10.4% | +12.1% |
| 1Y | +25.2% | +4.1% | +21.1% | +22.9% |
| 3Y | -25.3% | +14.4% | -39.8% | -28.8% |
| 5Y | -23.3% | +21.4% | -44.7% | -28.6% |
| 10Y | +126.0% | +28.5% | +97.5% | +104.1% |
| All | +126.0% | +28.5% | +97.5% | +104.1% |
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