+104.2%
FE vs FDS
+135.4%
-31.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.5% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +5.2% | +20.2% | -15.0% | +0.1% |
| 3M | 0.0% | +19.9% | -19.9% | -5.3% |
| 6M | +5.0% | +56.2% | -51.1% | -9.0% |
| YTD | +7.9% | +14.6% | -6.7% | +1.7% |
| 1Y | +6.3% | +31.6% | -25.3% | -4.9% |
| 3Y | +46.0% | -23.8% | +69.8% | +55.1% |
| 5Y | +45.6% | -22.6% | +68.2% | +51.2% |
| All | +104.2% | +135.4% | -31.1% | +62.9% |
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