+284.9%
IR vs FDS
+98.9%
+186.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.1% |
| 7D | +0.6% | -5.4% | +6.0% | +2.6% |
| 30D | -13.6% | +1.6% | -15.2% | -14.3% |
| 3M | +3.7% | +17.7% | -14.1% | -3.6% |
| 6M | -13.1% | +29.1% | -42.1% | -23.6% |
| YTD | -5.1% | +1.0% | -6.1% | -8.2% |
| 1Y | -6.5% | -21.6% | +15.2% | +1.1% |
| 3Y | +8.5% | -30.1% | +38.6% | +22.9% |
| 5Y | +43.3% | -20.7% | +64.0% | +51.1% |
| All | +284.9% | +98.9% | +186.0% | +150.2% |
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