+218.0%
B vs FND
+54.9%
+163.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -5.0% | -5.1% | +0.1% | -4.6% |
| 30D | +8.7% | -22.5% | +31.2% | +11.3% |
| 3M | +17.3% | -5.0% | +22.3% | +17.7% |
| 6M | -5.0% | -21.5% | +16.5% | -3.3% |
| YTD | +1.4% | -23.0% | +24.5% | +3.4% |
| 1Y | +50.5% | -44.9% | +95.4% | +57.3% |
| 3Y | +194.4% | -50.0% | +244.3% | +206.9% |
| 5Y | +156.7% | -63.3% | +220.0% | +167.6% |
| All | +218.0% | +54.9% | +163.1% | +224.1% |
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