-26.3%
U vs FDS
+3.5%
-29.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +24.4% | -2.0% | +26.3% | +25.7% |
| 30D | +7.4% | +13.5% | -6.1% | -2.1% |
| 3M | +16.8% | +15.2% | +1.6% | +4.2% |
| 6M | +78.8% | +47.0% | +31.7% | +29.6% |
| YTD | +14.0% | +13.9% | +0.1% | -0.3% |
| 1Y | +16.7% | +25.2% | -8.5% | -7.0% |
| 3Y | +86.4% | -25.3% | +111.7% | +123.2% |
| 5Y | -71.5% | -23.3% | -48.2% | -67.4% |
| All | -26.3% | +3.5% | -29.8% | -27.2% |
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