+28.3%
D vs FND
+66.0%
-37.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +1.5% | -5.2% | +6.7% | +2.0% |
| 30D | -2.6% | -19.9% | +17.3% | -0.2% |
| 3M | 0.0% | +2.7% | -2.7% | -0.7% |
| 6M | +7.4% | -21.7% | +29.0% | +9.6% |
| YTD | +15.9% | -17.5% | +33.4% | +17.3% |
| 1Y | +18.1% | -39.3% | +57.4% | +23.6% |
| 3Y | +58.4% | -49.8% | +108.1% | +66.6% |
| 5Y | +5.2% | -60.1% | +65.3% | +10.7% |
| All | +28.3% | +66.0% | -37.8% | +16.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling