0.0%
W vs FDS
+26.7%
-26.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +1.1% | -2.0% | +3.1% | +1.5% |
| 30D | +6.4% | +13.5% | -7.1% | +4.1% |
| 3M | +9.0% | +15.2% | -6.2% | +6.0% |
| 6M | +69.8% | +47.0% | +22.8% | +59.7% |
| YTD | +12.1% | +13.9% | -1.8% | +12.4% |
| 1Y | 0.0% | +25.2% | -25.2% | -3.2% |
| All | 0.0% | +26.7% | -26.6% | -3.2% |
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