+28.3%
D vs FND
+66.0%
-37.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +0.4% | -5.2% | +5.7% | +1.0% |
| 30D | -3.6% | -19.9% | +16.3% | -1.2% |
| 3M | -1.0% | +2.7% | -3.7% | -1.7% |
| 6M | +6.3% | -21.7% | +28.0% | +8.5% |
| YTD | +14.7% | -17.5% | +32.2% | +16.1% |
| 1Y | +16.9% | -39.3% | +56.2% | +22.4% |
| 3Y | +56.8% | -49.8% | +106.6% | +64.9% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling