+16.3%
AGG vs FND
+57.3%
-41.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | -0.2% | -19.6% | +19.4% | +0.3% |
| 3M | -0.7% | -4.3% | +3.6% | -0.7% |
| 6M | -1.8% | -20.4% | +18.7% | -1.4% |
| YTD | -0.6% | -21.9% | +21.3% | -0.2% |
| 1Y | +0.4% | -45.2% | +45.6% | +1.5% |
| 3Y | +13.2% | -49.2% | +62.4% | +14.3% |
| 5Y | -2.0% | -61.8% | +59.8% | -1.2% |
| All | +16.3% | +57.3% | -41.0% | +16.4% |
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