+475.2%
TEAM vs FDS
+77.6%
+397.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.3% | -2.6% | -4.0% |
| 7D | -5.7% | -5.4% | -0.3% | -1.9% |
| 30D | +18.3% | +1.6% | +16.8% | +17.7% |
| 3M | +80.2% | +17.7% | +62.5% | +63.8% |
| 6M | +111.0% | +29.1% | +81.9% | +82.4% |
| YTD | +8.8% | +1.0% | +7.8% | +9.1% |
| 1Y | +2.2% | -21.6% | +23.8% | +17.7% |
| 3Y | -14.6% | -30.1% | +15.5% | +4.1% |
| 5Y | -53.8% | -20.7% | -33.0% | -46.1% |
| 10Y | +475.2% | +78.3% | +396.9% | +347.0% |
| All | +475.2% | +77.6% | +397.7% | +347.0% |
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