+649.0%
P vs FDS
+127.0%
+522.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.7% |
| 7D | +17.8% | -2.6% | +20.4% | +18.8% |
| 30D | -29.9% | +14.1% | -43.9% | -34.0% |
| 3M | -1.2% | +19.8% | -20.9% | -10.0% |
| 6M | +32.1% | +55.0% | -22.8% | +3.6% |
| YTD | +64.3% | +15.9% | +48.4% | +46.0% |
| 1Y | +24.3% | +24.2% | +0.1% | +5.3% |
| 3Y | +203.2% | -24.0% | +227.3% | +229.5% |
| 5Y | +290.4% | -23.3% | +313.8% | +315.3% |
| All | +649.0% | +127.0% | +522.0% | +283.4% |
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