+215.2%
XLY vs FDS
+64.8%
+150.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -1.7% | -14.0% | +12.3% | +3.7% |
| 30D | -4.2% | -6.2% | +2.0% | -2.2% |
| 3M | -2.7% | +10.2% | -12.8% | -7.4% |
| 6M | -0.6% | +27.4% | -28.1% | -12.7% |
| YTD | -5.0% | -9.3% | +4.2% | -4.4% |
| 1Y | -4.1% | -28.6% | +24.6% | +6.7% |
| 3Y | +33.6% | -36.8% | +70.4% | +55.3% |
| 5Y | +28.7% | -28.6% | +57.3% | +40.2% |
| All | +215.2% | +64.8% | +150.4% | +139.2% |
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