-14.0%
Z vs FDS
+144.4%
-158.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.1% | -10.4% |
| 7D | -2.3% | +6.4% | -8.6% | -5.6% |
| 30D | +9.4% | +25.2% | -15.8% | -3.6% |
| 3M | -16.1% | +22.9% | -39.0% | -25.5% |
| 6M | -30.4% | +56.5% | -86.9% | -47.5% |
| YTD | -55.6% | +19.0% | -74.6% | -61.0% |
| 1Y | -58.5% | +32.7% | -91.2% | -66.2% |
| 3Y | -19.6% | -20.4% | +0.8% | -11.7% |
| 5Y | -54.1% | -19.6% | -34.5% | -50.1% |
| All | -14.0% | +144.4% | -158.4% | -47.3% |
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