-2.3%
F vs FDS
+26.7%
-28.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.0% | -2.0% | +3.0% | +0.9% |
| 30D | +2.1% | +13.5% | -11.4% | +2.6% |
| 3M | -10.3% | +15.2% | -25.4% | -9.7% |
| 6M | +3.3% | +47.0% | -43.8% | +7.8% |
| YTD | -2.0% | +13.9% | -15.9% | +1.6% |
| 1Y | -2.3% | +25.2% | -27.5% | +1.9% |
| All | -2.3% | +26.7% | -28.9% | +1.9% |
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