+85.4%
BE vs FDS
+25.7%
+59.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.7% |
| 7D | +10.8% | +1.5% | +9.4% | +11.8% |
| 30D | -19.8% | +14.8% | -34.6% | -9.8% |
| 3M | -18.7% | +16.3% | -35.0% | -5.9% |
| 6M | -33.7% | +66.2% | -100.0% | +1.6% |
| YTD | +121.0% | +16.2% | +104.7% | +195.3% |
| 1Y | +85.4% | +21.8% | +63.6% | +157.2% |
| All | +85.4% | +25.7% | +59.7% | +157.2% |
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