+184.5%
A vs FND
+56.5%
+128.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | -2.6% | -5.8% | +3.1% | -1.1% |
| 30D | -0.9% | -20.2% | +19.3% | +5.0% |
| 3M | +13.6% | -12.0% | +25.6% | +16.7% |
| 6M | +27.8% | -18.5% | +46.3% | +33.0% |
| YTD | +8.6% | -22.3% | +30.9% | +13.8% |
| 1Y | +16.9% | -47.6% | +64.5% | +35.4% |
| 3Y | +32.9% | -49.8% | +82.7% | +51.4% |
| 5Y | -14.1% | -63.0% | +48.9% | +0.4% |
| All | +184.5% | +56.5% | +128.0% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling