+29.7%
Q vs FDS
+2.3%
+27.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +1.2% |
| 7D | +6.7% | -5.4% | +12.1% | +5.3% |
| 30D | -10.6% | +1.6% | -12.2% | -10.0% |
| 3M | -14.6% | +17.7% | -32.3% | -9.1% |
| 6M | +12.1% | +29.1% | -17.0% | +20.3% |
| YTD | +51.3% | +1.0% | +50.3% | +62.1% |
| All | +29.7% | +2.3% | +27.4% | +36.7% |
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