+176.5%
C vs FND
+76.3%
+100.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.3% |
| 7D | -0.9% | +8.5% | -9.4% | -3.2% |
| 30D | -5.4% | +17.2% | -22.6% | -9.7% |
| 3M | -9.2% | -14.9% | +5.8% | -5.7% |
| 6M | -1.8% | +3.1% | -4.9% | -4.6% |
| YTD | +6.7% | -12.4% | +19.1% | +7.5% |
| 1Y | +23.5% | -10.0% | +33.5% | +23.3% |
| 3Y | +219.8% | -31.3% | +251.1% | +229.3% |
| 5Y | +112.4% | -60.3% | +172.7% | +143.3% |
| All | +176.5% | +76.3% | +100.2% | +97.2% |
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 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