+19.2%
D vs FND
-44.9%
+64.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.9% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -0.7% | -23.6% | +22.8% | +1.4% |
| 3M | +2.1% | +4.3% | -2.2% | +1.5% |
| 6M | +6.8% | -20.3% | +27.1% | +7.6% |
| YTD | +16.5% | -21.3% | +37.8% | +17.3% |
| 1Y | +19.2% | -45.4% | +64.5% | +25.8% |
| All | +19.2% | -44.9% | +64.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling