+33.6%
D vs FND
+69.4%
-35.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +3.0% | +7.7% | -4.7% | +2.1% |
| 30D | +11.5% | +11.9% | -0.4% | +9.9% |
| 3M | +3.7% | -14.6% | +18.3% | +5.3% |
| 6M | +13.5% | +0.5% | +13.1% | +12.7% |
| YTD | +20.7% | -15.8% | +36.6% | +21.7% |
| 1Y | +18.2% | -12.9% | +31.2% | +18.6% |
| 3Y | +73.3% | -34.2% | +107.5% | +76.7% |
| 5Y | +12.3% | -61.6% | +73.8% | +18.6% |
| All | +33.6% | +69.4% | -35.8% | +20.4% |
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 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