+65.2%
DD vs FND
+57.9%
+7.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | +5.0% | -6.8% | +11.8% | +7.0% |
| 30D | +19.7% | +8.0% | +11.7% | +16.5% |
| 3M | +7.2% | -18.9% | +26.1% | +12.9% |
| 6M | +1.0% | +4.7% | -3.7% | -2.4% |
| YTD | +29.1% | -21.6% | +50.7% | +34.5% |
| 1Y | +28.5% | -22.0% | +50.5% | +33.9% |
| 3Y | +89.4% | -40.4% | +129.9% | +106.2% |
| 5Y | +67.1% | -63.8% | +130.9% | +98.6% |
| All | +65.2% | +57.9% | +7.4% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling