+0.7%
PL vs FDS
+29.3%
-28.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.7% | +14.1% | +9.6% |
| 7D | -6.8% | -0.5% | -6.3% | -6.8% |
| 30D | -29.3% | +20.2% | -49.5% | -26.8% |
| 3M | -44.8% | +19.9% | -64.6% | -42.7% |
| 6M | -68.4% | +56.2% | -124.5% | -66.7% |
| YTD | -36.4% | +14.6% | -50.9% | -34.7% |
| 1Y | +0.7% | +31.6% | -30.9% | +14.5% |
| All | +0.7% | +29.3% | -28.6% | +14.5% |
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