+82.1%
RUN vs FDS
+129.2%
-47.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +2.6% |
| 7D | +3.2% | -2.1% | +5.3% | +4.3% |
| 30D | +19.5% | +16.0% | +3.5% | +10.0% |
| 3M | -9.6% | +18.8% | -28.4% | -19.0% |
| 6M | -37.3% | +54.1% | -91.4% | -54.2% |
| YTD | -50.7% | +17.0% | -67.7% | -57.9% |
| 1Y | -54.1% | +25.5% | -79.6% | -63.3% |
| 3Y | -3.9% | -23.3% | +19.4% | +4.8% |
| 5Y | -84.4% | -22.6% | -61.8% | -82.6% |
| All | +82.1% | +129.2% | -47.0% | +3.3% |
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