+380.3%
NDAQ vs FDS
+72.8%
+307.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.8% |
| 7D | -1.6% | -8.8% | +7.2% | +2.9% |
| 30D | -1.5% | -1.4% | -0.1% | -1.1% |
| 3M | +8.0% | +13.9% | -5.8% | -0.2% |
| 6M | +7.7% | +27.4% | -19.7% | -7.6% |
| YTD | -2.3% | -2.5% | +0.1% | -4.0% |
| 1Y | +0.6% | -23.8% | +24.3% | +12.0% |
| 3Y | +90.9% | -32.5% | +123.4% | +123.9% |
| 5Y | +52.5% | -23.2% | +75.6% | +63.9% |
| 10Y | +380.3% | +76.4% | +303.9% | +236.8% |
| All | +380.3% | +72.8% | +307.4% | +236.8% |
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