+27.0%
ALL vs FDS
-17.4%
+44.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.0% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -1.5% | +9.0% | -10.5% | -2.2% |
| 3M | +23.6% | +18.9% | +4.8% | +21.2% |
| 6M | +22.3% | +35.1% | -12.8% | +19.5% |
| YTD | +26.5% | +5.5% | +21.0% | +24.5% |
| 1Y | +27.0% | -16.8% | +43.8% | +17.9% |
| All | +27.0% | -17.4% | +44.4% | +17.9% |
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