+13.7%
COMP vs FND
-13.4%
+27.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.5% | -3.9% | -5.1% |
| 7D | +7.2% | +6.8% | +0.4% | +3.0% |
| 30D | +6.4% | +13.1% | -6.7% | -1.3% |
| 3M | -19.4% | -13.1% | -6.4% | -12.2% |
| 6M | +14.6% | -0.6% | +15.1% | +12.8% |
| YTD | -5.5% | -15.5% | +10.0% | -2.9% |
| 1Y | +13.7% | -13.7% | +27.3% | +15.6% |
| All | +13.7% | -13.4% | +27.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling