-58.5%
Z vs FDS
+31.7%
-90.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.1% | -10.4% |
| 7D | -2.3% | +6.4% | -8.6% | -4.8% |
| 30D | +9.4% | +25.2% | -15.8% | -0.2% |
| 3M | -16.1% | +22.9% | -39.0% | -22.8% |
| 6M | -30.4% | +56.5% | -86.9% | -41.9% |
| YTD | -55.6% | +19.0% | -74.6% | -59.7% |
| 1Y | -58.5% | +32.7% | -91.2% | -63.5% |
| All | -58.5% | +31.7% | -90.2% | -63.5% |
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