+597.0%
SE vs FDS
+73.8%
+523.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +3.4% |
| 7D | +0.6% | -5.4% | +6.0% | +3.4% |
| 30D | -0.1% | +1.6% | -1.7% | -1.6% |
| 3M | +34.1% | +17.7% | +16.4% | +19.8% |
| 6M | +23.2% | +29.1% | -5.8% | +2.3% |
| YTD | -11.2% | +1.0% | -12.1% | -15.5% |
| 1Y | -40.5% | -21.6% | -18.9% | -34.2% |
| 3Y | +196.3% | -30.1% | +226.4% | +243.0% |
| 5Y | -67.0% | -20.7% | -46.3% | -64.4% |
| All | +597.0% | +73.8% | +523.2% | +411.0% |
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