-49.3%
COMP vs FND
-47.2%
-2.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.2% | +11.1% |
| 7D | +13.4% | +7.7% | +5.8% | +7.3% |
| 30D | +11.1% | +11.9% | -0.8% | +2.1% |
| 3M | -18.8% | -14.6% | -4.3% | -9.0% |
| 6M | +10.5% | +0.5% | +10.0% | +7.7% |
| YTD | -3.4% | -15.8% | +12.4% | +5.6% |
| 1Y | +19.7% | -12.9% | +32.6% | +26.2% |
| 3Y | +381.6% | -34.2% | +415.8% | +472.8% |
| 5Y | -17.6% | -61.6% | +44.0% | +30.8% |
| All | -49.3% | -47.2% | -2.1% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling