+211.2%
RF vs FDS
+129.2%
+82.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.3% |
| 7D | -1.3% | -2.1% | +0.8% | -0.5% |
| 30D | +4.6% | +16.0% | -11.4% | -2.0% |
| 3M | -8.4% | +18.8% | -27.2% | -15.9% |
| 6M | +8.9% | +54.1% | -45.2% | -13.1% |
| YTD | +8.8% | +17.0% | -8.2% | -2.6% |
| 1Y | +18.9% | +25.5% | -6.6% | +1.8% |
| 3Y | +116.0% | -23.3% | +139.3% | +137.7% |
| 5Y | +46.0% | -22.6% | +68.7% | +56.6% |
| All | +211.2% | +129.2% | +82.1% | +71.1% |
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