+131.6%
C vs FND
-61.9%
+193.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.3% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +1.3% | -23.6% | +24.8% | +7.5% |
| 3M | +3.1% | +4.3% | -1.2% | +0.9% |
| 6M | +29.6% | -20.3% | +49.9% | +34.6% |
| YTD | +19.0% | -21.3% | +40.3% | +23.3% |
| 1Y | +45.6% | -45.4% | +91.0% | +64.1% |
| 3Y | +269.3% | -48.9% | +318.1% | +306.9% |
| 5Y | +131.6% | -61.0% | +192.6% | +148.5% |
| All | +131.6% | -61.9% | +193.4% | +148.5% |
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