-7.5%
MKTX vs FDS
-17.4%
+9.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | +0.4% | -1.9% | +2.3% | +0.6% |
| 30D | +1.1% | +9.0% | -7.9% | +0.1% |
| 3M | +36.1% | +18.9% | +17.3% | +31.2% |
| 6M | -12.9% | +35.1% | -48.0% | -18.1% |
| YTD | -8.5% | +5.5% | -14.0% | -9.3% |
| 1Y | -7.5% | -16.8% | +9.3% | -2.0% |
| All | -7.5% | -17.4% | +9.8% | -2.0% |
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