+78.8%
AR vs FND
-60.4%
+139.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.3% |
| 7D | -10.5% | +8.5% | -19.1% | -11.5% |
| 30D | +1.3% | +17.2% | -15.9% | -0.8% |
| 3M | +4.8% | -14.9% | +19.7% | +6.5% |
| 6M | +1.2% | +3.1% | -1.9% | -0.5% |
| YTD | +5.5% | -12.4% | +17.9% | +5.3% |
| 1Y | +8.1% | -10.0% | +18.1% | +7.0% |
| 3Y | +38.8% | -31.3% | +70.2% | +38.3% |
| 5Y | +78.8% | -60.3% | +139.2% | +115.7% |
| All | +78.8% | -60.4% | +139.3% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling