+56.1%
B vs FND
-45.4%
+101.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +9.5% | -19.6% | +29.1% | +13.9% |
| 3M | +14.3% | -4.3% | +18.7% | +15.1% |
| 6M | -1.9% | -20.4% | +18.6% | +0.9% |
| YTD | +4.1% | -21.9% | +25.9% | +8.1% |
| 1Y | +56.1% | -45.2% | +101.3% | +42.7% |
| All | +56.1% | -45.4% | +101.5% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling