+43.2%
TER vs FDS
+31.1%
+12.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -4.7% |
| 7D | -19.9% | +9.4% | -29.3% | -13.9% |
| 30D | -43.5% | +23.8% | -67.3% | -33.4% |
| 3M | -37.8% | +25.1% | -62.9% | -24.4% |
| 6M | -25.6% | +53.8% | -79.3% | +8.7% |
| YTD | +29.8% | +19.6% | +10.3% | +72.9% |
| 1Y | +43.2% | +31.6% | +11.5% | +108.8% |
| All | +43.2% | +31.1% | +12.0% | +108.8% |
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