-25.8%
TE vs FDS
+31.1%
-56.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -2.3% |
| 7D | +3.8% | +9.4% | -5.6% | +7.9% |
| 30D | -26.2% | +23.8% | -50.0% | -19.2% |
| 3M | -49.7% | +25.1% | -74.9% | -44.3% |
| 6M | -46.5% | +53.8% | -100.3% | -37.2% |
| YTD | -59.1% | +19.6% | -78.7% | -55.1% |
| 1Y | -25.8% | +31.6% | -57.5% | -20.9% |
| All | -25.8% | +31.1% | -56.9% | -20.9% |
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