+207.2%
COMP vs FND
-49.4%
+256.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.5% |
| 7D | +1.4% | -5.2% | +6.6% | +4.8% |
| 30D | -13.3% | -19.9% | +6.5% | -0.7% |
| 3M | +41.1% | +2.7% | +38.4% | +37.5% |
| 6M | +17.2% | -21.7% | +38.9% | +34.1% |
| YTD | +5.2% | -17.5% | +22.7% | +14.8% |
| 1Y | +18.9% | -39.3% | +58.2% | +55.7% |
| All | +207.2% | -49.4% | +256.6% | +298.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling