+686.6%
P vs FDS
+135.4%
+551.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +4.9% |
| 7D | -23.8% | -0.5% | -23.3% | -24.0% |
| 30D | -36.6% | +20.2% | -56.8% | -41.7% |
| 3M | +10.9% | +19.9% | -9.0% | +0.8% |
| 6M | +30.0% | +56.2% | -26.2% | +1.1% |
| YTD | +44.4% | +14.6% | +29.8% | +28.8% |
| 1Y | +3.9% | +31.6% | -27.7% | -15.2% |
| 3Y | +176.6% | -23.8% | +200.4% | +198.9% |
| 5Y | +249.3% | -22.6% | +271.8% | +267.6% |
| All | +686.6% | +135.4% | +551.2% | +259.7% |
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