-21.3%
IT vs FDS
-17.4%
-3.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | -2.2% |
| 7D | -6.0% | -1.9% | -4.1% | -4.7% |
| 30D | 0.0% | +9.0% | -9.0% | -5.7% |
| 3M | +13.1% | +18.9% | -5.8% | +1.0% |
| 6M | +11.7% | +35.1% | -23.4% | -7.6% |
| YTD | -26.1% | +5.5% | -31.6% | -31.2% |
| 1Y | -21.3% | -16.8% | -4.4% | -23.7% |
| All | -21.3% | -17.4% | -3.9% | -23.7% |
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 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