+634.6%
P vs FDS
+127.7%
+507.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +11.6% | +1.5% | +10.2% | +11.0% |
| 30D | -23.7% | +14.8% | -38.5% | -28.4% |
| 3M | -8.0% | +16.3% | -24.3% | -15.2% |
| 6M | +27.9% | +66.2% | -38.3% | -2.9% |
| YTD | +61.2% | +16.2% | +44.9% | +43.1% |
| 1Y | +28.6% | +21.8% | +6.8% | +10.4% |
| 3Y | +200.5% | -23.9% | +224.4% | +226.4% |
| 5Y | +282.9% | -23.1% | +306.1% | +306.9% |
| All | +634.6% | +127.7% | +507.0% | +275.6% |
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