+102.2%
FE vs FDS
+135.4%
-33.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | +4.1% | +20.2% | -16.1% | -0.9% |
| 3M | -1.0% | +19.9% | -20.9% | -6.2% |
| 6M | +4.0% | +56.2% | -52.2% | -9.8% |
| YTD | +6.8% | +14.6% | -7.7% | +0.7% |
| 1Y | +5.3% | +31.6% | -26.3% | -5.8% |
| 3Y | +44.6% | -23.8% | +68.4% | +53.6% |
| 5Y | +44.2% | -22.6% | +66.8% | +49.7% |
| All | +102.2% | +135.4% | -33.1% | +61.3% |
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