+88.1%
IT vs FDS
+127.5%
-39.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -7.5% | -2.0% | -5.5% | -6.3% |
| 30D | -1.2% | +13.5% | -14.7% | -8.4% |
| 3M | -2.2% | +15.2% | -17.4% | -10.1% |
| 6M | +19.1% | +47.0% | -28.0% | -5.2% |
| YTD | -25.1% | +13.9% | -39.0% | -30.7% |
| 1Y | -17.4% | +25.2% | -42.5% | -28.0% |
| 3Y | -54.1% | -25.3% | -28.8% | -46.9% |
| 5Y | -42.7% | -23.3% | -19.4% | -35.3% |
| 10Y | +88.1% | +126.0% | -37.9% | +16.1% |
| All | +88.1% | +127.5% | -39.3% | +16.1% |
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