+11.2%
P vs FDS
+26.9%
-15.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.2% |
| 7D | -9.6% | -5.0% | -4.7% | -10.5% |
| 30D | -33.4% | +13.8% | -47.2% | -31.7% |
| 3M | +14.2% | +14.8% | -0.6% | +17.7% |
| 6M | +31.6% | +47.4% | -15.8% | +39.9% |
| YTD | +53.5% | +14.2% | +39.3% | +57.1% |
| All | +11.2% | +26.9% | -15.7% | +24.7% |
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