+33.9%
TER vs FDS
+26.9%
+7.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.5% |
| 7D | -5.8% | -5.0% | -0.8% | -8.9% |
| 30D | -38.9% | +13.8% | -52.7% | -32.1% |
| 3M | -35.1% | +14.8% | -50.0% | -25.8% |
| 6M | -31.6% | +47.4% | -78.9% | -3.6% |
| YTD | +27.2% | +14.2% | +13.1% | +64.2% |
| All | +33.9% | +26.9% | +7.0% | +88.5% |
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