-50.0%
TE vs FDS
+11.3%
-61.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.5% |
| 7D | +15.0% | -8.8% | +23.8% | +16.3% |
| 30D | -7.5% | -1.4% | -6.2% | -7.6% |
| 3M | -42.0% | +13.9% | -55.8% | -44.1% |
| 6M | -31.4% | +27.4% | -58.8% | -36.6% |
| YTD | -26.5% | -2.5% | -24.0% | -27.4% |
| 1Y | +153.1% | -23.8% | +176.9% | +169.6% |
| 3Y | -20.7% | -32.5% | +11.8% | -12.4% |
| 5Y | -45.4% | -23.2% | -22.3% | -40.5% |
| All | -50.0% | +11.3% | -61.3% | -45.8% |
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