-37.8%
U vs FDS
-11.4%
-26.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.8% |
| 7D | +4.4% | -8.8% | +13.2% | +10.7% |
| 30D | -1.3% | -1.4% | +0.1% | -1.0% |
| 3M | +49.6% | +13.9% | +35.7% | +32.6% |
| 6M | +100.2% | +27.4% | +72.8% | +60.2% |
| YTD | -3.7% | -2.5% | -1.2% | -5.4% |
| 1Y | -6.5% | -23.8% | +17.3% | +10.9% |
| 3Y | +12.9% | -32.5% | +45.4% | +42.7% |
| 5Y | -68.3% | -23.2% | -45.1% | -62.0% |
| All | -37.8% | -11.4% | -26.4% | -30.9% |
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