+3.9%
P vs FDS
+29.3%
-25.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +2.7% |
| 7D | -23.8% | -0.5% | -23.3% | -23.7% |
| 30D | -36.6% | +20.2% | -56.8% | -34.3% |
| 3M | +10.9% | +19.9% | -9.0% | +15.0% |
| 6M | +30.0% | +56.2% | -26.2% | +38.8% |
| YTD | +44.4% | +14.6% | +29.8% | +47.6% |
| 1Y | +3.9% | +31.6% | -27.7% | +20.5% |
| All | +3.9% | +29.3% | -25.4% | +20.5% |
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