+7.8%
D vs FND
-60.2%
+67.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | 0.0% | +2.7% | -2.7% | -0.7% |
| 6M | +7.4% | -21.7% | +29.0% | +9.4% |
| YTD | +15.9% | -17.5% | +33.4% | +17.1% |
| 1Y | +18.1% | -39.3% | +57.4% | +23.2% |
| 3Y | +58.4% | -49.8% | +108.1% | +66.1% |
| All | +7.8% | -60.2% | +67.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling