-14.5%
Z vs FDS
+135.1%
-149.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +4.0% |
| 7D | -5.2% | -5.0% | -0.2% | -2.2% |
| 30D | +5.7% | +13.8% | -8.0% | -1.6% |
| 3M | -8.7% | +14.8% | -23.6% | -15.7% |
| 6M | -26.0% | +47.4% | -73.3% | -42.0% |
| YTD | -55.0% | +14.2% | -69.2% | -59.5% |
| 1Y | -58.0% | +26.6% | -84.6% | -64.8% |
| 3Y | -15.2% | -24.4% | +9.2% | -3.9% |
| 5Y | -53.8% | -22.6% | -31.2% | -48.6% |
| 10Y | -14.5% | +130.0% | -144.5% | -44.7% |
| All | -14.5% | +135.1% | -149.6% | -44.7% |
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