+235.5%
A vs FND
+61.4%
+174.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -1.1% |
| 7D | +0.7% | -5.1% | +5.8% | +2.1% |
| 30D | +0.8% | +9.2% | -8.4% | -1.9% |
| 3M | +16.9% | -17.7% | +34.6% | +22.1% |
| 6M | +53.8% | +2.5% | +51.3% | +50.5% |
| YTD | +28.1% | -19.8% | +47.9% | +32.4% |
| 1Y | +15.0% | -22.7% | +37.7% | +19.9% |
| 3Y | +63.1% | -38.3% | +101.4% | +76.0% |
| 5Y | +11.5% | -63.0% | +74.4% | +29.6% |
| All | +235.5% | +61.4% | +174.0% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling