+441.0%
TEAM vs FDS
+127.5%
+313.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -3.9% |
| 7D | -22.2% | -2.0% | -20.2% | -20.9% |
| 30D | -28.1% | +13.5% | -41.7% | -34.4% |
| 3M | -2.2% | +15.2% | -17.3% | -11.4% |
| 6M | +62.2% | +47.0% | +15.2% | +26.6% |
| YTD | -8.4% | +13.9% | -22.2% | -16.1% |
| 1Y | -6.6% | +25.2% | -31.8% | -19.9% |
| 3Y | -15.7% | -25.3% | +9.6% | -2.8% |
| 5Y | -65.7% | -23.3% | -42.4% | -60.7% |
| 10Y | +441.0% | +126.0% | +314.9% | +255.0% |
| All | +441.0% | +127.5% | +313.5% | +255.0% |
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