+13.7%
COMP vs FDS
+26.7%
-13.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | +7.2% | -2.0% | +9.2% | +7.4% |
| 30D | +6.4% | +13.5% | -7.1% | +4.4% |
| 3M | -19.4% | +15.2% | -34.6% | -21.2% |
| 6M | +14.6% | +47.0% | -32.5% | +9.0% |
| YTD | -5.5% | +13.9% | -19.4% | -10.1% |
| 1Y | +13.7% | +25.2% | -11.5% | +8.5% |
| All | +13.7% | +26.7% | -13.0% | +8.5% |
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