+180.5%
PL vs FDS
-17.4%
+197.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -1.7% |
| 7D | -9.3% | -1.9% | -7.4% | -9.5% |
| 30D | -18.9% | +9.0% | -27.9% | -18.0% |
| 3M | -58.4% | +18.9% | -77.2% | -57.2% |
| 6M | -30.3% | +35.1% | -65.4% | -27.8% |
| YTD | -8.1% | +5.5% | -13.6% | -4.8% |
| 1Y | +180.5% | -16.8% | +197.3% | +238.7% |
| All | +180.5% | -17.4% | +197.9% | +238.7% |
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