+755.5%
FN vs FDS
+127.0%
+628.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +20.8% | -2.6% | +23.3% | +21.3% |
| 30D | -17.3% | +14.1% | -31.4% | -20.0% |
| 3M | -38.1% | +19.8% | -57.9% | -41.4% |
| 6M | -44.2% | +55.0% | -99.2% | -52.4% |
| YTD | -22.3% | +15.9% | -38.2% | -27.3% |
| 1Y | -20.9% | +24.2% | -45.1% | -28.8% |
| 3Y | +111.1% | -24.0% | +135.1% | +131.1% |
| 5Y | +191.8% | -23.3% | +215.2% | +213.5% |
| All | +755.5% | +127.0% | +628.5% | +441.6% |
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