+584.9%
XYZ vs FDS
+127.7%
+457.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -1.1% | +1.5% | -2.5% | -2.1% |
| 30D | +11.5% | +14.8% | -3.3% | +0.8% |
| 3M | +1.8% | +16.3% | -14.5% | -10.2% |
| 6M | +21.2% | +66.2% | -45.0% | -21.8% |
| YTD | +29.9% | +16.2% | +13.7% | +8.9% |
| 1Y | +35.8% | +21.8% | +13.9% | +8.1% |
| 3Y | +62.6% | -23.9% | +86.5% | +87.4% |
| 5Y | -62.8% | -23.1% | -39.7% | -56.0% |
| All | +584.9% | +127.7% | +457.2% | +257.4% |
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