+3,644.4%
FIX vs FDS
+127.5%
+3,516.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -13.9% | -2.0% | -12.0% | -13.7% |
| 30D | -35.5% | +13.5% | -49.1% | -38.0% |
| 3M | -33.9% | +15.2% | -49.1% | -37.3% |
| 6M | -43.3% | +47.0% | -90.3% | -52.0% |
| YTD | +18.7% | +13.9% | +4.8% | +9.3% |
| 1Y | +13.8% | +25.2% | -11.4% | -1.0% |
| 3Y | +495.0% | -25.3% | +520.3% | +556.7% |
| 5Y | +1,049.0% | -23.3% | +1,072.4% | +1,130.8% |
| 10Y | +3,644.4% | +126.0% | +3,518.4% | +2,056.3% |
| All | +3,644.4% | +127.5% | +3,516.9% | +2,056.3% |
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