+0.3%
ES vs FDS
+26.9%
-26.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.1% | -5.0% | +4.9% | +0.1% |
| 30D | +5.7% | +13.8% | -8.0% | +5.5% |
| 3M | -2.8% | +14.8% | -17.6% | -3.1% |
| 6M | +7.0% | +47.4% | -40.4% | +6.8% |
| YTD | +6.8% | +14.2% | -7.4% | +7.0% |
| All | +0.3% | +26.9% | -26.7% | -3.8% |
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