+82.7%
O vs FDS
+127.5%
-44.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.5% | -2.0% | +5.5% | +4.2% |
| 30D | +10.4% | +13.5% | -3.1% | +6.0% |
| 3M | -2.4% | +15.2% | -17.6% | -7.4% |
| 6M | -1.2% | +47.0% | -48.3% | -14.8% |
| YTD | +10.4% | +13.9% | -3.5% | +3.0% |
| 1Y | +11.4% | +25.2% | -13.7% | -0.4% |
| 3Y | +40.4% | -25.3% | +65.7% | +52.4% |
| 5Y | +12.1% | -23.3% | +35.4% | +17.7% |
| 10Y | +82.7% | +126.0% | -43.3% | +26.1% |
| All | +82.7% | +127.5% | -44.7% | +26.1% |
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