+11.3%
IR vs FDS
+26.7%
-15.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | +1.5% | -2.0% | +3.5% | +1.5% |
| 30D | +9.0% | +13.5% | -4.5% | +9.4% |
| 3M | -0.9% | +15.2% | -16.0% | -0.3% |
| 6M | +13.4% | +47.0% | -33.6% | +16.4% |
| YTD | +8.5% | +13.9% | -5.4% | +11.7% |
| 1Y | +11.3% | +25.2% | -13.9% | +10.8% |
| All | +11.3% | +26.7% | -15.4% | +10.8% |
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