+17.5%
P vs FDS
+31.1%
-13.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.9% | -4.4% |
| 7D | -19.4% | +9.4% | -28.8% | -17.7% |
| 30D | -22.3% | +23.8% | -46.1% | -19.0% |
| 3M | +33.2% | +25.1% | +8.1% | +39.3% |
| 6M | +53.6% | +53.8% | -0.1% | +64.8% |
| YTD | +66.8% | +19.6% | +47.2% | +73.0% |
| 1Y | +17.5% | +31.6% | -14.1% | +29.6% |
| All | +17.5% | +31.1% | -13.6% | +29.6% |
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