+9.8%
O vs FDS
+23.2%
-13.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | +8.3% | +14.1% | -5.8% | +8.2% |
| 3M | -4.0% | +19.8% | -23.8% | -4.0% |
| 6M | -2.6% | +55.0% | -57.6% | -1.8% |
| YTD | +9.9% | +15.9% | -6.0% | +10.7% |
| 1Y | +9.8% | +24.2% | -14.4% | +10.1% |
| All | +9.8% | +23.2% | -13.4% | +10.1% |
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