+209.3%
B vs FND
+76.3%
+133.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.2% | +3.8% |
| 7D | +11.3% | +8.5% | +2.8% | +10.4% |
| 30D | +2.9% | +17.2% | -14.3% | +1.3% |
| 3M | -2.9% | -14.9% | +12.1% | -1.5% |
| 6M | -1.2% | +3.1% | -4.3% | -1.9% |
| YTD | -1.3% | -12.4% | +11.1% | -0.8% |
| 1Y | +30.4% | -10.0% | +40.4% | +30.8% |
| 3Y | +195.3% | -31.3% | +226.6% | +199.5% |
| 5Y | +146.2% | -60.3% | +206.5% | +154.3% |
| All | +209.3% | +76.3% | +133.0% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling