+14.4%
FIX vs FDS
+31.1%
-16.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.9% | -18.0% | -13.6% |
| 7D | -18.9% | +9.4% | -28.3% | -14.6% |
| 30D | -36.3% | +23.8% | -60.1% | -28.4% |
| 3M | -38.5% | +25.1% | -63.6% | -29.7% |
| 6M | -42.3% | +53.8% | -96.1% | -25.4% |
| YTD | +17.1% | +19.6% | -2.5% | +37.1% |
| 1Y | +14.4% | +31.6% | -17.3% | +42.4% |
| All | +14.4% | +31.1% | -16.7% | +42.4% |
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