+22.2%
A vs FND
-10.3%
+32.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -1.5% |
| 7D | -2.4% | +12.3% | -14.7% | -5.1% |
| 30D | +3.6% | +14.7% | -11.1% | +0.1% |
| 3M | +27.5% | -12.0% | +39.5% | +31.2% |
| 6M | +58.5% | +10.8% | +47.7% | +52.4% |
| YTD | +31.2% | -12.3% | +43.5% | +29.4% |
| 1Y | +22.2% | -13.4% | +35.6% | +21.1% |
| All | +22.2% | -10.3% | +32.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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