+81.7%
AR vs FND
+57.3%
+24.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +5.5% | -19.6% | +25.1% | +10.4% |
| 3M | +12.9% | -4.3% | +17.2% | +12.4% |
| 6M | +0.1% | -20.4% | +20.5% | +2.7% |
| YTD | +13.5% | -21.9% | +35.4% | +15.9% |
| 1Y | +21.6% | -45.2% | +66.8% | +35.2% |
| 3Y | +46.0% | -49.2% | +95.2% | +57.6% |
| 5Y | +143.7% | -61.8% | +205.5% | +170.7% |
| All | +81.7% | +57.3% | +24.4% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling