+290.8%
ALL vs FND
+66.0%
+224.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.6% |
| 7D | 0.0% | -5.2% | +5.3% | +0.7% |
| 30D | -1.5% | -19.9% | +18.4% | +1.4% |
| 3M | +23.6% | +2.7% | +20.9% | +22.3% |
| 6M | +22.3% | -21.7% | +44.0% | +25.3% |
| YTD | +26.5% | -17.5% | +44.0% | +28.0% |
| 1Y | +27.0% | -39.3% | +66.3% | +34.1% |
| 3Y | +149.6% | -49.8% | +199.3% | +162.6% |
| 5Y | +118.1% | -60.1% | +178.2% | +130.0% |
| All | +290.8% | +66.0% | +224.8% | +201.8% |
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