+43.6%
DE vs FDS
-27.2%
+70.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.4% |
| 7D | -2.6% | -14.0% | +11.4% | -3.6% |
| 30D | +9.0% | -6.2% | +15.3% | +8.7% |
| 3M | +19.1% | +10.2% | +9.0% | +21.5% |
| 6M | +14.4% | +27.4% | -13.1% | +17.9% |
| YTD | +45.9% | -9.3% | +55.2% | +50.1% |
| 1Y | +43.6% | -28.6% | +72.2% | +45.4% |
| All | +43.6% | -27.2% | +70.8% | +45.4% |
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