+24.2%
EW vs FDS
+27.2%
-2.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.6% |
| 7D | +6.5% | -2.1% | +8.6% | +6.6% |
| 30D | +22.5% | +16.0% | +6.5% | +21.5% |
| 3M | +13.0% | +18.8% | -5.8% | +11.9% |
| 6M | +37.1% | +54.1% | -17.0% | +34.7% |
| YTD | +24.1% | +17.0% | +7.1% | +25.7% |
| 1Y | +24.2% | +25.5% | -1.3% | +24.3% |
| All | +24.2% | +27.2% | -2.9% | +24.3% |
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