+12.5%
FN vs FDS
-17.4%
+29.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.7% | +1.6% |
| 7D | -1.7% | -1.9% | +0.2% | -2.4% |
| 30D | -22.0% | +9.0% | -31.0% | -18.4% |
| 3M | -43.0% | +18.9% | -61.9% | -36.8% |
| 6M | -27.7% | +35.1% | -62.9% | -15.0% |
| YTD | -10.5% | +5.5% | -16.0% | -0.7% |
| 1Y | +12.5% | -16.8% | +29.3% | +16.3% |
| All | +12.5% | -17.4% | +29.9% | +16.3% |
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