+16.1%
EL vs FDS
-20.8%
+36.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.3% |
| 7D | +1.7% | -5.4% | +7.1% | +2.7% |
| 30D | +15.5% | +1.6% | +13.9% | +15.1% |
| 3M | +20.6% | +17.7% | +2.8% | +17.4% |
| 6M | +10.5% | +29.1% | -18.6% | +4.9% |
| YTD | -1.9% | +1.0% | -2.9% | -3.5% |
| 1Y | +16.1% | -21.6% | +37.7% | +12.0% |
| All | +16.1% | -20.8% | +36.9% | +12.0% |
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