-22.6%
FPS vs FDS
+51.5%
-74.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.9% | -20.2% | -15.5% |
| 7D | -23.3% | +9.4% | -32.8% | -18.5% |
| 30D | -42.4% | +23.8% | -66.2% | -34.2% |
| 3M | -43.0% | +25.1% | -68.2% | -33.5% |
| 6M | -44.5% | +53.8% | -98.3% | -24.0% |
| All | -22.6% | +51.5% | -74.2% | +8.5% |
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