+91.7%
DD vs FND
-35.3%
+127.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.2% | -4.4% | +7.6% | +4.6% |
| 30D | +20.3% | +14.5% | +5.8% | +15.1% |
| 3M | +8.2% | -15.6% | +23.8% | +13.0% |
| 6M | +3.4% | +4.7% | -1.3% | -0.4% |
| YTD | +30.6% | -16.1% | +46.8% | +34.2% |
| 1Y | +30.6% | -16.0% | +46.7% | +33.8% |
| All | +91.7% | -35.3% | +127.0% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling