+26.8%
PL vs FDS
0.0%
+26.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.7% | +14.1% | +11.4% |
| 7D | -6.8% | -0.5% | -6.3% | -7.0% |
| 30D | -29.3% | +20.2% | -49.5% | -33.7% |
| 3M | -44.8% | +19.9% | -64.6% | -48.6% |
| 6M | -68.4% | +56.2% | -124.5% | -74.9% |
| YTD | -36.4% | +14.6% | -50.9% | -40.8% |
| 1Y | +0.7% | +31.6% | -30.9% | -15.7% |
| 3Y | +455.3% | -23.8% | +479.1% | +578.4% |
| 5Y | +22.7% | -22.6% | +45.2% | +49.0% |
| All | +26.8% | 0.0% | +26.8% | +52.5% |
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