+75.0%
D vs FND
-39.5%
+114.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -1.4% | -6.8% | +5.5% | -0.5% |
| 30D | +7.7% | +8.0% | -0.2% | +6.5% |
| 3M | -0.3% | -18.9% | +18.6% | +2.1% |
| 6M | +10.1% | +4.7% | +5.4% | +8.5% |
| YTD | +19.1% | -21.6% | +40.7% | +21.1% |
| 1Y | +15.9% | -22.0% | +37.9% | +17.7% |
| 3Y | +75.0% | -40.4% | +115.4% | +62.4% |
| All | +75.0% | -39.5% | +114.5% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling