+25.1%
RF vs FDS
+31.1%
-6.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.4% |
| 7D | +2.3% | +9.4% | -7.2% | +1.8% |
| 30D | +7.2% | +23.8% | -16.5% | +6.3% |
| 3M | -8.2% | +25.1% | -33.4% | -9.1% |
| 6M | +7.0% | +53.8% | -46.8% | +5.4% |
| YTD | +10.3% | +19.6% | -9.3% | +10.1% |
| 1Y | +25.1% | +31.6% | -6.6% | +22.5% |
| All | +25.1% | +31.1% | -6.1% | +22.5% |
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