+18.9%
ES vs FDS
-20.8%
+39.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.7% |
| 7D | +1.4% | -5.4% | +6.8% | +1.5% |
| 30D | -1.2% | +1.6% | -2.7% | -1.2% |
| 3M | +5.0% | +17.7% | -12.7% | +4.7% |
| 6M | -2.8% | +29.1% | -31.9% | -2.9% |
| YTD | +8.6% | +1.0% | +7.6% | +9.2% |
| 1Y | +18.9% | -21.6% | +40.6% | +18.5% |
| All | +18.9% | -20.8% | +39.8% | +18.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling