+337.1%
IR vs FDS
+128.3%
+208.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +4.2% | -2.6% | +6.8% | +5.1% |
| 30D | +8.1% | +14.1% | -6.0% | +2.8% |
| 3M | +0.7% | +19.8% | -19.1% | -6.6% |
| 6M | +16.6% | +55.0% | -38.4% | -3.8% |
| YTD | +7.8% | +15.9% | -8.1% | -1.4% |
| 1Y | +9.9% | +24.2% | -14.3% | -3.2% |
| 3Y | +25.2% | -24.0% | +49.2% | +37.8% |
| 5Y | +46.8% | -23.3% | +70.1% | +59.1% |
| All | +337.1% | +128.3% | +208.9% | +168.6% |
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