-7.4%
T vs FDS
+26.7%
-34.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | -2.0% | +4.6% | +2.7% |
| 30D | -1.1% | +13.5% | -14.6% | -1.7% |
| 3M | -7.7% | +15.2% | -22.9% | -8.4% |
| 6M | -10.6% | +47.0% | -57.7% | -11.1% |
| YTD | -7.5% | +13.9% | -21.4% | -5.9% |
| 1Y | -7.4% | +25.2% | -32.6% | -9.0% |
| All | -7.4% | +26.7% | -34.1% | -9.0% |
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