+55.3%
O vs FDS
+72.8%
-17.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.4% |
| 7D | -2.3% | -8.8% | +6.5% | +0.6% |
| 30D | -2.4% | -1.4% | -1.1% | -2.3% |
| 3M | -0.6% | +13.9% | -14.5% | -5.6% |
| 6M | -5.0% | +27.4% | -32.4% | -14.5% |
| YTD | +10.4% | -2.5% | +12.8% | +8.7% |
| 1Y | +6.6% | -23.8% | +30.3% | +15.1% |
| 3Y | +28.4% | -32.5% | +60.9% | +43.0% |
| 5Y | +15.3% | -23.2% | +38.5% | +18.0% |
| 10Y | +55.3% | +76.4% | -21.1% | +15.4% |
| All | +55.3% | +72.8% | -17.5% | +15.4% |
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