+150.1%
ALL vs FND
-50.0%
+200.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -2.2% | -0.8% | -1.4% | -2.2% |
| 30D | -5.6% | -19.6% | +14.0% | -5.3% |
| 3M | +17.2% | -4.3% | +21.6% | +17.1% |
| 6M | +23.2% | -20.4% | +43.7% | +23.7% |
| YTD | +23.6% | -21.9% | +45.5% | +23.9% |
| 1Y | +29.2% | -45.2% | +74.4% | +30.6% |
| All | +150.1% | -50.0% | +200.1% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling