+176.9%
B vs FND
+61.4%
+115.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.2% | -2.7% |
| 7D | -6.2% | -5.1% | -1.1% | -5.7% |
| 30D | -6.6% | +9.2% | -15.8% | -7.4% |
| 3M | -7.9% | -17.7% | +9.8% | -6.2% |
| 6M | -16.8% | +2.5% | -19.3% | -17.2% |
| YTD | -11.7% | -19.8% | +8.1% | -10.4% |
| 1Y | +3.5% | -22.7% | +26.2% | +5.3% |
| 3Y | +165.7% | -38.3% | +204.0% | +172.5% |
| 5Y | +108.4% | -63.0% | +171.4% | +117.1% |
| All | +176.9% | +61.4% | +115.5% | +181.0% |
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 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