-44.8%
COMP vs FND
-48.3%
+3.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.8% |
| 7D | +1.4% | -5.2% | +6.6% | +5.5% |
| 30D | -13.3% | -19.9% | +6.5% | +2.2% |
| 3M | +41.1% | +2.7% | +38.4% | +36.2% |
| 6M | +17.2% | -21.7% | +38.9% | +38.9% |
| YTD | +5.2% | -17.5% | +22.7% | +17.2% |
| 1Y | +18.9% | -39.3% | +58.2% | +66.0% |
| 3Y | +215.9% | -49.8% | +265.7% | +373.4% |
| 5Y | -31.2% | -60.1% | +28.9% | +8.9% |
| All | -44.8% | -48.3% | +3.5% | -18.8% |
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