+97.4%
BB vs FDS
+26.7%
+70.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | +11.6% | -2.0% | +13.6% | +11.6% |
| 30D | +2.6% | +13.5% | -10.9% | +1.9% |
| 3M | +3.5% | +15.2% | -11.7% | +2.7% |
| 6M | +43.5% | +47.0% | -3.6% | +36.5% |
| YTD | +141.2% | +13.9% | +127.3% | +114.5% |
| 1Y | +97.4% | +25.2% | +72.2% | +85.5% |
| All | +97.4% | +26.7% | +70.8% | +85.5% |
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