+91.4%
IT vs FDS
+72.8%
+18.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | +0.5% |
| 7D | -9.1% | -8.8% | -0.3% | -3.6% |
| 30D | -12.2% | -1.4% | -10.8% | -11.1% |
| 3M | +7.8% | +13.9% | -6.1% | +0.2% |
| 6M | +2.0% | +27.4% | -25.4% | -11.5% |
| YTD | -32.7% | -2.5% | -30.3% | -31.5% |
| 1Y | -31.1% | -23.8% | -7.3% | -20.1% |
| 3Y | -52.1% | -32.5% | -19.6% | -41.0% |
| 5Y | -46.3% | -23.2% | -23.1% | -38.9% |
| 10Y | +91.4% | +76.4% | +14.9% | +33.8% |
| All | +91.4% | +72.8% | +18.5% | +33.8% |
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