+20.1%
W vs FDS
-17.4%
+37.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.0% |
| 7D | -4.2% | -1.9% | -2.3% | -3.9% |
| 30D | -7.6% | +9.0% | -16.6% | -8.7% |
| 3M | +37.2% | +18.9% | +18.3% | +34.1% |
| 6M | +26.3% | +35.1% | -8.8% | +21.3% |
| YTD | -1.0% | +5.5% | -6.5% | -0.3% |
| 1Y | +20.1% | -16.8% | +36.9% | +17.7% |
| All | +20.1% | -17.4% | +37.5% | +17.7% |
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