+2.9%
EXC vs FDS
+26.7%
-23.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | +9.0% | +13.5% | -4.5% | +8.6% |
| 3M | +3.3% | +15.2% | -11.9% | +2.9% |
| 6M | +5.7% | +47.0% | -41.4% | +4.8% |
| YTD | +7.3% | +13.9% | -6.5% | +3.3% |
| 1Y | +2.9% | +25.2% | -22.2% | 0.0% |
| All | +2.9% | +26.7% | -23.7% | 0.0% |
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