+227.1%
LOW vs FDS
+66.9%
+160.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +1.3% |
| 7D | -2.6% | -16.0% | +13.4% | +4.2% |
| 30D | -11.1% | -6.7% | -4.4% | -9.0% |
| 3M | -8.5% | +6.0% | -14.5% | -11.7% |
| 6M | -20.8% | +25.1% | -45.9% | -30.5% |
| YTD | -17.2% | -8.1% | -9.1% | -16.9% |
| 1Y | -24.7% | -26.0% | +1.3% | -16.8% |
| 3Y | -9.7% | -36.4% | +26.7% | +5.6% |
| 5Y | +6.0% | -27.7% | +33.7% | +13.7% |
| All | +227.1% | +66.9% | +160.3% | +127.1% |
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