+208.1%
C vs FND
-36.7%
+244.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.4% | +7.7% | -10.1% | -4.0% |
| 30D | -6.0% | +11.9% | -17.8% | -8.4% |
| 3M | -10.5% | -14.6% | +4.0% | -7.8% |
| 6M | -5.7% | +0.5% | -6.2% | -7.3% |
| YTD | +4.1% | -15.8% | +20.0% | +5.9% |
| 1Y | +20.5% | -12.9% | +33.4% | +21.4% |
| 3Y | +208.1% | -34.2% | +242.3% | +205.2% |
| All | +208.1% | -36.7% | +244.8% | +205.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling