+59.5%
CAPR vs FDS
+26.7%
+32.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.7% | -10.0% |
| 7D | +7.6% | -2.0% | +9.6% | +7.3% |
| 30D | +13.3% | +13.5% | -0.2% | +15.6% |
| 3M | +130.4% | +15.2% | +115.2% | +136.2% |
| 6M | -70.8% | +47.0% | -117.8% | -68.1% |
| YTD | -69.3% | +13.9% | -83.2% | -58.6% |
| 1Y | +59.5% | +25.2% | +34.4% | +120.0% |
| All | +59.5% | +26.7% | +32.9% | +120.0% |
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