+24.5%
EW vs FDS
+26.9%
-2.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +12.3% | -5.0% | +17.2% | +12.6% |
| 30D | +22.9% | +13.8% | +9.1% | +22.0% |
| 3M | +16.7% | +14.8% | +1.9% | +15.8% |
| 6M | +31.0% | +47.4% | -16.4% | +28.8% |
| YTD | +22.8% | +14.2% | +8.7% | +24.8% |
| All | +24.5% | +26.9% | -2.4% | +24.0% |
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