-17.0%
COMP vs FND
-61.3%
+44.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.5% | -3.9% | -4.6% |
| 7D | +7.2% | +6.8% | +0.4% | +1.9% |
| 30D | +6.4% | +13.1% | -6.7% | -3.2% |
| 3M | -19.4% | -13.1% | -6.4% | -10.2% |
| 6M | +14.6% | -0.6% | +15.1% | +12.6% |
| YTD | -5.5% | -15.5% | +10.0% | +3.4% |
| 1Y | +13.7% | -13.7% | +27.3% | +20.8% |
| 3Y | +409.7% | -35.0% | +444.7% | +507.5% |
| 5Y | -17.0% | -60.1% | +43.0% | +41.6% |
| All | -17.0% | -61.3% | +44.3% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling