+444.2%
V vs FDS
+135.1%
+309.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.8% | -5.0% | +4.2% | +1.2% |
| 30D | +9.5% | +13.8% | -4.2% | +3.8% |
| 3M | +16.7% | +14.8% | +1.8% | +9.4% |
| 6M | +32.9% | +47.4% | -14.4% | +10.2% |
| YTD | +21.1% | +14.2% | +6.9% | +10.9% |
| 1Y | +26.6% | +26.6% | 0.0% | +9.7% |
| 3Y | +78.4% | -24.4% | +102.8% | +95.7% |
| 5Y | +105.5% | -22.6% | +128.1% | +118.0% |
| 10Y | +444.2% | +130.0% | +314.3% | +222.8% |
| All | +444.2% | +135.1% | +309.1% | +222.8% |
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