+68.4%
T vs FDS
+72.8%
-4.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.0% |
| 7D | -3.1% | -8.8% | +5.7% | -1.1% |
| 30D | +4.6% | -1.4% | +5.9% | +4.8% |
| 3M | +12.2% | +13.9% | -1.7% | +8.4% |
| 6M | -6.5% | +27.4% | -33.8% | -12.7% |
| YTD | +4.9% | -2.5% | +7.4% | +4.3% |
| 1Y | -10.5% | -23.8% | +13.3% | -5.2% |
| 3Y | +104.6% | -32.5% | +137.1% | +121.3% |
| 5Y | +64.2% | -23.2% | +87.4% | +66.3% |
| 10Y | +68.4% | +76.4% | -8.0% | +31.1% |
| All | +68.4% | +72.8% | -4.4% | +31.1% |
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