+44.0%
EAT vs FDS
-17.4%
+61.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.6% |
| 7D | 0.0% | -1.9% | +1.9% | 0.0% |
| 30D | +1.9% | +9.0% | -7.1% | +1.6% |
| 3M | +68.7% | +18.9% | +49.8% | +67.9% |
| 6M | +66.9% | +35.1% | +31.8% | +64.7% |
| YTD | +60.4% | +5.5% | +54.9% | +66.8% |
| 1Y | +44.0% | -16.8% | +60.8% | +58.6% |
| All | +44.0% | -17.4% | +61.4% | +58.6% |
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