-15.4%
A vs FND
-61.3%
+45.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | -2.7% | -19.6% | +16.9% | +4.1% |
| 3M | +7.0% | -4.3% | +11.4% | +7.3% |
| 6M | +24.6% | -20.4% | +45.1% | +31.6% |
| YTD | +7.0% | -21.9% | +28.9% | +12.8% |
| 1Y | +15.6% | -45.2% | +60.8% | +36.3% |
| 3Y | +29.9% | -49.2% | +79.1% | +50.7% |
| 5Y | -15.4% | -61.8% | +46.4% | +0.9% |
| All | -15.4% | -61.3% | +45.9% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling