+293.0%
LOW vs FDS
+127.7%
+165.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.4% | +1.5% | 0.0% | +0.8% |
| 30D | +21.7% | +14.8% | +6.9% | +15.2% |
| 3M | +5.0% | +16.3% | -11.3% | -1.8% |
| 6M | +4.6% | +66.2% | -61.6% | -17.4% |
| YTD | -3.5% | +16.2% | -19.7% | -12.1% |
| 1Y | +0.5% | +21.8% | -21.3% | -11.1% |
| 3Y | +24.8% | -23.9% | +48.7% | +37.0% |
| 5Y | +6.5% | -23.1% | +29.6% | +14.4% |
| All | +293.0% | +127.7% | +165.3% | +144.3% |
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