+5.4%
B vs FND
-24.7%
+30.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | 0.0% |
| 7D | -7.3% | -6.8% | -0.5% | -5.4% |
| 30D | -3.3% | +8.0% | -11.3% | -5.1% |
| 3M | -7.8% | -18.9% | +11.2% | -3.1% |
| 6M | -15.5% | +4.7% | -20.2% | -17.2% |
| YTD | -12.3% | -21.6% | +9.3% | -8.4% |
| 1Y | +5.4% | -22.0% | +27.4% | +10.2% |
| All | +5.4% | -24.7% | +30.1% | +10.2% |
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