+15.0%
A vs FND
-23.4%
+38.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -1.2% |
| 7D | +0.7% | -5.1% | +5.8% | +1.9% |
| 30D | +0.8% | +9.2% | -8.4% | -1.5% |
| 3M | +16.9% | -17.7% | +34.6% | +22.3% |
| 6M | +53.8% | +2.5% | +51.3% | +50.4% |
| YTD | +28.1% | -19.8% | +47.9% | +28.2% |
| 1Y | +15.0% | -22.7% | +37.7% | +16.7% |
| All | +15.0% | -23.4% | +38.4% | +16.7% |
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