+707.9%
P vs FDS
+135.1%
+572.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -9.6% | -5.0% | -4.7% | -8.1% |
| 30D | -33.4% | +13.8% | -47.2% | -37.3% |
| 3M | +14.2% | +14.8% | -0.6% | +5.7% |
| 6M | +31.6% | +47.4% | -15.8% | +5.3% |
| YTD | +53.5% | +14.2% | +39.3% | +37.1% |
| 1Y | +14.2% | +26.6% | -12.5% | -4.8% |
| 3Y | +190.5% | -24.4% | +214.9% | +215.3% |
| 5Y | +256.3% | -22.6% | +279.0% | +274.9% |
| 10Y | +707.9% | +130.0% | +577.9% | +295.2% |
| All | +707.9% | +135.1% | +572.7% | +295.2% |
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