+1,381.0%
NET vs FDS
+32.0%
+1,349.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -4.1% |
| 7D | -16.4% | +9.4% | -25.8% | -20.9% |
| 30D | -25.8% | +23.8% | -49.6% | -34.9% |
| 3M | -11.5% | +25.1% | -36.7% | -23.5% |
| 6M | +18.9% | +53.8% | -34.9% | -11.9% |
| YTD | +35.2% | +19.6% | +15.7% | +15.6% |
| 1Y | +14.5% | +31.6% | -17.2% | -9.6% |
| 3Y | +313.8% | -20.0% | +333.8% | +353.0% |
| 5Y | +32.6% | -18.6% | +51.1% | +46.7% |
| All | +1,381.0% | +32.0% | +1,349.0% | +1,188.6% |
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