+3,553.2%
FIX vs FDS
+127.7%
+3,425.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +9.4% | +1.5% | +8.0% | +9.1% |
| 30D | -27.8% | +14.8% | -42.6% | -30.7% |
| 3M | -35.6% | +16.3% | -51.8% | -38.9% |
| 6M | -45.2% | +66.2% | -111.5% | -55.6% |
| YTD | +19.5% | +16.2% | +3.2% | +9.6% |
| 1Y | +24.2% | +21.8% | +2.4% | +10.5% |
| 3Y | +494.2% | -23.9% | +518.0% | +553.4% |
| 5Y | +1,036.1% | -23.1% | +1,059.3% | +1,124.1% |
| All | +3,553.2% | +127.7% | +3,425.5% | +2,008.8% |
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