-1.6%
F vs FDS
+26.9%
-28.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.6% | -5.0% | +4.3% | -0.7% |
| 30D | +2.9% | +13.8% | -10.9% | +3.4% |
| 3M | -9.5% | +14.8% | -24.3% | -8.9% |
| 6M | +4.0% | +47.4% | -43.4% | +8.6% |
| YTD | -1.3% | +14.2% | -15.4% | +2.4% |
| All | -1.6% | +26.9% | -28.5% | +2.7% |
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