+418.8%
BE vs FDS
-20.8%
+439.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.3% | +13.9% | +6.3% |
| 7D | +29.8% | -5.4% | +35.1% | +24.7% |
| 30D | +26.4% | +1.6% | +24.8% | +29.4% |
| 3M | +9.3% | +17.7% | -8.4% | +33.4% |
| 6M | +105.1% | +29.1% | +76.0% | +169.0% |
| YTD | +219.0% | +1.0% | +218.1% | +267.1% |
| 1Y | +418.8% | -21.6% | +440.4% | +565.0% |
| All | +418.8% | -20.8% | +439.6% | +565.0% |
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