+3.5%
W vs FDS
+27.2%
-23.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.2% |
| 7D | -7.4% | -2.1% | -5.3% | -7.0% |
| 30D | +7.8% | +16.0% | -8.2% | +5.0% |
| 3M | +10.9% | +18.8% | -7.9% | +7.2% |
| 6M | +86.4% | +54.1% | +32.3% | +73.5% |
| YTD | +14.0% | +17.0% | -3.0% | +14.2% |
| 1Y | +3.5% | +25.5% | -22.0% | +0.4% |
| All | +3.5% | +27.2% | -23.7% | +0.4% |
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