+183.9%
FDX vs FDS
+87.3%
+96.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | +0.6% |
| 7D | -2.5% | -1.9% | -0.6% | -1.9% |
| 30D | +3.8% | +9.0% | -5.2% | +0.6% |
| 3M | -1.3% | +18.9% | -20.2% | -8.1% |
| 6M | +5.0% | +35.1% | -30.1% | -8.1% |
| YTD | +39.6% | +5.5% | +34.1% | +33.7% |
| 1Y | +81.1% | -16.8% | +97.9% | +90.6% |
| 3Y | +63.0% | -28.1% | +91.1% | +81.1% |
| 5Y | +65.6% | -17.4% | +83.0% | +67.4% |
| All | +183.9% | +87.3% | +96.5% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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