+497.8%
UUUU vs FDS
+66.9%
+431.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.8% | -0.5% | -4.0% |
| 7D | -5.0% | -16.0% | +11.0% | +1.6% |
| 30D | -7.8% | -6.7% | -1.1% | -5.6% |
| 3M | -0.4% | +6.0% | -6.4% | -5.5% |
| 6M | -32.9% | +25.1% | -58.0% | -42.7% |
| YTD | -6.3% | -8.1% | +1.9% | -7.8% |
| 1Y | +7.9% | -26.0% | +33.9% | +17.7% |
| 3Y | +85.2% | -36.4% | +121.6% | +115.3% |
| 5Y | +97.0% | -27.7% | +124.7% | +111.9% |
| All | +497.8% | +66.9% | +431.0% | +314.1% |
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