+794.1%
FN vs FDS
+127.5%
+666.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.7% |
| 7D | -4.1% | -2.0% | -2.1% | -3.8% |
| 30D | -28.3% | +13.5% | -41.8% | -30.7% |
| 3M | -33.9% | +15.2% | -49.0% | -36.9% |
| 6M | -43.9% | +47.0% | -90.9% | -51.5% |
| YTD | -23.4% | +13.9% | -37.3% | -28.2% |
| 1Y | -25.4% | +25.2% | -50.6% | -33.4% |
| 3Y | +107.9% | -25.3% | +133.2% | +128.2% |
| 5Y | +195.1% | -23.3% | +218.4% | +215.1% |
| 10Y | +794.1% | +126.0% | +668.1% | +462.1% |
| All | +794.1% | +127.5% | +666.6% | +462.1% |
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