-49.1%
COMP vs FND
-47.4%
-1.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.3% |
| 7D | +2.2% | -4.4% | +6.6% | +6.1% |
| 30D | +16.3% | +14.5% | +1.8% | +5.1% |
| 3M | -19.1% | -15.6% | -3.5% | -8.1% |
| 6M | +17.1% | +4.7% | +12.4% | +11.1% |
| YTD | -2.9% | -16.1% | +13.2% | +6.6% |
| 1Y | +8.8% | -16.0% | +24.8% | +18.1% |
| 3Y | +423.5% | -35.5% | +459.0% | +534.2% |
| 5Y | -10.5% | -60.5% | +50.0% | +41.1% |
| All | -49.1% | -47.4% | -1.7% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling