+21.2%
RF vs FDS
+29.3%
-8.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +6.0% | +20.2% | -14.2% | +5.3% |
| 3M | -8.9% | +19.9% | -28.8% | -9.6% |
| 6M | +2.3% | +56.2% | -53.8% | +1.0% |
| YTD | +7.6% | +14.6% | -7.0% | +7.6% |
| 1Y | +21.2% | +31.6% | -10.4% | +18.8% |
| All | +21.2% | +29.3% | -8.1% | +18.8% |
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