+743.6%
FN vs FDS
+135.4%
+608.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.7% | +15.4% | +12.3% |
| 7D | 0.0% | -0.5% | +0.5% | -0.3% |
| 30D | -34.3% | +20.2% | -54.5% | -37.3% |
| 3M | -39.9% | +19.9% | -59.7% | -43.1% |
| 6M | -51.8% | +56.2% | -108.0% | -59.2% |
| YTD | -28.1% | +14.6% | -42.7% | -32.7% |
| 1Y | -29.1% | +31.6% | -60.7% | -38.0% |
| 3Y | +102.4% | -23.8% | +126.3% | +120.4% |
| 5Y | +171.7% | -22.6% | +194.2% | +189.3% |
| All | +743.6% | +135.4% | +608.2% | +425.1% |
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