+0.5%
M vs FDS
+135.1%
-134.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.5% | +8.2% |
| 7D | +2.5% | -5.0% | +7.5% | +4.7% |
| 30D | +10.1% | +13.8% | -3.7% | +4.7% |
| 3M | -0.9% | +14.8% | -15.8% | -6.7% |
| 6M | +30.2% | +47.4% | -17.2% | +8.5% |
| YTD | +16.3% | +14.2% | +2.1% | +6.6% |
| 1Y | +27.0% | +26.6% | +0.3% | +10.0% |
| 3Y | +154.5% | -24.4% | +178.9% | +181.8% |
| 5Y | -1.1% | -22.6% | +21.6% | +6.9% |
| 10Y | +0.5% | +130.0% | -129.5% | -42.1% |
| All | +0.5% | +135.1% | -134.6% | -42.1% |
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