+3,759.0%
FIX vs FDS
+132.8%
+3,626.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.4% |
| 7D | +6.4% | -2.1% | +8.6% | +6.9% |
| 30D | -29.1% | +16.0% | -45.1% | -32.1% |
| 3M | -31.1% | +18.8% | -49.9% | -35.1% |
| 6M | -42.8% | +54.1% | -96.9% | -52.2% |
| YTD | +24.6% | +17.0% | +7.6% | +14.2% |
| 1Y | +21.9% | +25.5% | -3.6% | +6.9% |
| 3Y | +524.9% | -23.3% | +548.2% | +585.7% |
| 5Y | +1,092.2% | -22.6% | +1,114.8% | +1,182.8% |
| 10Y | +3,759.0% | +130.2% | +3,628.8% | +2,138.3% |
| All | +3,759.0% | +132.8% | +3,626.3% | +2,138.3% |
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