+6.6%
PL vs FDS
+26.7%
-20.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +5.6% | -2.0% | +7.6% | +5.3% |
| 30D | -16.9% | +13.5% | -30.4% | -14.8% |
| 3M | -38.2% | +15.2% | -53.4% | -36.2% |
| 6M | -63.4% | +47.0% | -110.5% | -61.2% |
| YTD | -27.6% | +13.9% | -41.5% | -26.3% |
| 1Y | +6.6% | +25.2% | -18.6% | +19.2% |
| All | +6.6% | +26.7% | -20.1% | +19.2% |
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