+32.9%
D vs FND
+76.3%
-43.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.0% |
| 7D | +0.8% | +8.5% | -7.8% | -0.2% |
| 30D | +10.7% | +17.2% | -6.5% | +8.6% |
| 3M | +2.3% | -14.9% | +17.2% | +3.9% |
| 6M | +12.5% | +3.1% | +9.4% | +11.3% |
| YTD | +20.1% | -12.4% | +32.5% | +20.5% |
| 1Y | +15.6% | -10.0% | +25.6% | +15.4% |
| 3Y | +75.2% | -31.3% | +106.5% | +77.7% |
| 5Y | +14.6% | -60.3% | +74.9% | +20.6% |
| All | +32.9% | +76.3% | -43.4% | +19.2% |
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