+29.0%
D vs FND
+58.4%
-29.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -0.7% | -23.6% | +22.8% | +2.3% |
| 3M | +2.1% | +4.3% | -2.2% | +1.1% |
| 6M | +6.8% | -20.3% | +27.1% | +8.8% |
| YTD | +16.5% | -21.3% | +37.8% | +18.6% |
| 1Y | +19.2% | -45.4% | +64.5% | +26.2% |
| 3Y | +61.9% | -48.9% | +110.7% | +69.9% |
| 5Y | +6.5% | -61.0% | +67.6% | +12.4% |
| All | +29.0% | +58.4% | -29.4% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling