+1,001.8%
TER vs FDS
+135.1%
+866.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.8% |
| 7D | -5.8% | -5.0% | -0.8% | -4.7% |
| 30D | -38.9% | +13.8% | -52.7% | -41.3% |
| 3M | -35.1% | +14.8% | -50.0% | -38.5% |
| 6M | -31.6% | +47.4% | -78.9% | -43.4% |
| YTD | +27.2% | +14.2% | +13.1% | +15.2% |
| 1Y | +35.2% | +26.6% | +8.6% | +14.1% |
| 3Y | +192.8% | -24.4% | +217.2% | +227.6% |
| 5Y | +72.4% | -22.6% | +95.1% | +87.4% |
| 10Y | +1,001.8% | +130.0% | +871.9% | +525.0% |
| All | +1,001.8% | +135.1% | +866.7% | +525.0% |
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