+157.6%
B vs FND
-60.2%
+217.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -1.6% | -5.2% | +3.6% | -0.9% |
| 30D | +9.4% | -19.9% | +29.3% | +12.5% |
| 3M | +5.0% | +2.7% | +2.3% | +4.4% |
| 6M | -3.5% | -21.7% | +18.1% | -1.4% |
| YTD | +4.5% | -17.5% | +22.0% | +6.1% |
| 1Y | +67.8% | -39.3% | +107.1% | +75.3% |
| 3Y | +196.7% | -49.8% | +246.5% | +212.8% |
| All | +157.6% | -60.2% | +217.8% | +143.1% |
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 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