+3,800.0%
FIX vs FDS
+135.1%
+3,664.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.5% |
| 7D | -7.2% | -5.0% | -2.3% | -6.4% |
| 30D | -35.1% | +13.8% | -48.9% | -37.7% |
| 3M | -34.3% | +14.8% | -49.1% | -37.5% |
| 6M | -42.9% | +47.4% | -90.3% | -51.7% |
| YTD | +19.5% | +14.2% | +5.3% | +10.0% |
| 1Y | +16.8% | +26.6% | -9.9% | +1.1% |
| 3Y | +506.7% | -24.4% | +531.1% | +565.5% |
| 5Y | +1,046.7% | -22.6% | +1,069.3% | +1,123.1% |
| 10Y | +3,800.0% | +130.0% | +3,670.0% | +2,081.2% |
| All | +3,800.0% | +135.1% | +3,664.8% | +2,081.2% |
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