+26.7%
Q vs FDS
+6.9%
+19.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +0.8% |
| 7D | +0.2% | -1.9% | +2.1% | -0.2% |
| 30D | -11.1% | +9.0% | -20.1% | -9.0% |
| 3M | -22.1% | +18.9% | -41.0% | -16.5% |
| 6M | +0.5% | +35.1% | -34.6% | +9.0% |
| YTD | +47.8% | +5.5% | +42.3% | +60.1% |
| All | +26.7% | +6.9% | +19.9% | +35.0% |
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