-50.9%
FIX vs FDS
+51.7%
-102.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.9% |
| 7D | -27.2% | +6.4% | -33.6% | -23.7% |
| 30D | -46.9% | +25.2% | -72.1% | -38.1% |
| 3M | -44.4% | +22.9% | -67.3% | -34.8% |
| 6M | -50.9% | +56.5% | -107.4% | -30.7% |
| All | -50.9% | +51.7% | -102.6% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling