+14.8%
W vs FDS
-20.8%
+35.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.1% |
| 7D | +6.5% | -5.4% | +11.9% | +7.3% |
| 30D | -6.2% | +1.6% | -7.8% | -6.5% |
| 3M | +48.9% | +17.7% | +31.1% | +45.6% |
| 6M | +31.2% | +29.1% | +2.1% | +26.7% |
| YTD | -0.4% | +1.0% | -1.4% | +0.8% |
| 1Y | +14.8% | -21.6% | +36.5% | +13.4% |
| All | +14.8% | -20.8% | +35.6% | +13.4% |
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