+243.6%
W vs FDS
+135.1%
+108.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.8% |
| 7D | +3.3% | -5.0% | +8.2% | +7.3% |
| 30D | +10.5% | +13.8% | -3.2% | +0.2% |
| 3M | +9.6% | +14.8% | -5.2% | -2.8% |
| 6M | +76.4% | +47.4% | +29.0% | +22.9% |
| YTD | +16.4% | +14.2% | +2.2% | -3.4% |
| 1Y | +9.3% | +26.6% | -17.3% | -18.0% |
| 3Y | +172.8% | -24.4% | +197.2% | +221.2% |
| 5Y | -53.4% | -22.6% | -30.7% | -44.1% |
| 10Y | +243.6% | +130.0% | +113.7% | +120.9% |
| All | +243.6% | +135.1% | +108.5% | +120.9% |
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