+192.1%
A vs FND
+66.0%
+126.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -1.9% | -5.2% | +3.3% | -0.6% |
| 30D | +6.9% | -19.9% | +26.8% | +13.0% |
| 3M | +9.2% | +2.7% | +6.5% | +7.5% |
| 6M | +25.7% | -21.7% | +47.4% | +32.1% |
| YTD | +11.5% | -17.5% | +29.0% | +15.0% |
| 1Y | +18.4% | -39.3% | +57.7% | +31.8% |
| 3Y | +26.6% | -49.8% | +76.4% | +44.1% |
| 5Y | -12.8% | -60.1% | +47.3% | 0.0% |
| All | +192.1% | +66.0% | +126.0% | +141.4% |
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