+18.4%
A vs FDS
-17.4%
+35.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.9% |
| 7D | -1.9% | -1.9% | 0.0% | -1.8% |
| 30D | +6.9% | +9.0% | -2.1% | +5.9% |
| 3M | +9.2% | +18.9% | -9.6% | +7.5% |
| 6M | +25.7% | +35.1% | -9.4% | +21.9% |
| YTD | +11.5% | +5.5% | +6.0% | +10.8% |
| 1Y | +18.4% | -16.8% | +35.2% | +20.9% |
| All | +18.4% | -17.4% | +35.7% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling