+19.7%
COMP vs FDS
+29.3%
-9.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.7% | +14.4% | +11.3% |
| 7D | +13.4% | -0.5% | +14.0% | +13.5% |
| 30D | +11.1% | +20.2% | -9.1% | +8.2% |
| 3M | -18.8% | +19.9% | -38.7% | -20.9% |
| 6M | +10.5% | +56.2% | -45.7% | +4.5% |
| YTD | -3.4% | +14.6% | -18.0% | -8.3% |
| 1Y | +19.7% | +31.6% | -11.9% | +14.4% |
| All | +19.7% | +29.3% | -9.6% | +14.4% |
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