+385.1%
V vs FDS
+85.5%
+299.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.5% |
| 7D | -1.7% | -1.9% | +0.2% | -1.0% |
| 30D | +2.0% | +9.0% | -7.1% | -1.9% |
| 3M | +17.4% | +18.9% | -1.5% | +8.0% |
| 6M | +17.5% | +35.1% | -17.6% | +0.8% |
| YTD | +7.6% | +5.5% | +2.1% | +2.3% |
| 1Y | +7.7% | -16.8% | +24.5% | +13.8% |
| 3Y | +54.7% | -28.1% | +82.7% | +73.2% |
| 5Y | +73.0% | -17.4% | +90.5% | +76.2% |
| All | +385.1% | +85.5% | +299.6% | +221.4% |
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