+906.2%
FN vs FDS
+84.7%
+821.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.7% | +4.0% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | -22.0% | +9.0% | -31.0% | -24.0% |
| 3M | -43.0% | +18.9% | -61.9% | -46.4% |
| 6M | -27.7% | +35.1% | -62.9% | -36.5% |
| YTD | -10.5% | +5.5% | -16.0% | -14.0% |
| 1Y | +12.5% | -16.8% | +29.3% | +18.3% |
| 3Y | +153.8% | -28.1% | +181.9% | +180.1% |
| 5Y | +288.0% | -17.4% | +305.4% | +293.8% |
| All | +906.2% | +84.7% | +821.5% | +580.5% |
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