-40.3%
NOW vs FDS
+27.2%
-67.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.4% | +1.1% |
| 7D | -5.6% | -2.1% | -3.4% | -4.1% |
| 30D | -26.8% | +16.0% | -42.8% | -35.8% |
| 3M | -19.4% | +18.8% | -38.2% | -30.9% |
| 6M | +12.3% | +54.1% | -41.8% | -21.8% |
| YTD | -32.9% | +17.0% | -49.9% | -45.8% |
| 1Y | -40.3% | +25.5% | -65.8% | -52.5% |
| All | -40.3% | +27.2% | -67.5% | -52.5% |
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