+89.2%
IT vs FDS
+127.7%
-38.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +1.1% | +1.5% | -0.4% | +0.1% |
| 30D | -1.8% | +14.8% | -16.7% | -9.7% |
| 3M | +4.8% | +16.3% | -11.5% | -4.3% |
| 6M | +33.0% | +66.2% | -33.2% | -1.6% |
| YTD | -23.8% | +16.2% | -40.1% | -30.4% |
| 1Y | -16.5% | +21.8% | -38.4% | -26.2% |
| 3Y | -53.6% | -23.9% | -29.8% | -47.0% |
| 5Y | -42.1% | -23.1% | -19.0% | -34.9% |
| All | +89.2% | +127.7% | -38.5% | +15.0% |
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