+69.3%
EAT vs FDS
+25.7%
+43.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -4.0% | +1.5% | -5.5% | -3.9% |
| 30D | -2.9% | +14.8% | -17.7% | -2.1% |
| 3M | -16.9% | +16.3% | -33.2% | -16.0% |
| 6M | +57.0% | +66.2% | -9.3% | +62.1% |
| YTD | +38.2% | +16.2% | +22.0% | +39.0% |
| 1Y | +69.3% | +21.8% | +47.4% | +69.9% |
| All | +69.3% | +25.7% | +43.6% | +69.9% |
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