+106.7%
BB vs FDS
-23.8%
+130.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.4% |
| 7D | +1.8% | -8.8% | +10.6% | +2.1% |
| 30D | -12.2% | -1.4% | -10.9% | -12.2% |
| 3M | -12.3% | +13.9% | -26.2% | -13.8% |
| 6M | +122.7% | +27.4% | +95.3% | +116.1% |
| YTD | +104.5% | -2.5% | +106.9% | +89.1% |
| 1Y | +106.7% | -23.8% | +130.5% | +90.7% |
| All | +106.7% | -23.8% | +130.4% | +90.7% |
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 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