+43.9%
DE vs FDS
+25.7%
+18.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +0.3% | +1.5% | -1.2% | +0.4% |
| 30D | +3.6% | +14.8% | -11.3% | +4.6% |
| 3M | +10.2% | +16.3% | -6.0% | +11.6% |
| 6M | +16.6% | +66.2% | -49.7% | +23.0% |
| YTD | +45.8% | +16.2% | +29.6% | +57.0% |
| 1Y | +43.9% | +21.8% | +22.1% | +53.8% |
| All | +43.9% | +25.7% | +18.2% | +53.8% |
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