+43.2%
DD vs FND
-50.0%
+93.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -3.8% | -0.8% | -3.0% | -3.6% |
| 30D | -9.2% | -19.6% | +10.4% | -3.5% |
| 3M | -9.0% | -4.3% | -4.7% | -9.0% |
| 6M | -5.0% | -20.4% | +15.5% | 0.0% |
| YTD | +7.4% | -21.9% | +29.2% | +13.2% |
| 1Y | +35.1% | -45.2% | +80.3% | +58.5% |
| All | +43.2% | -50.0% | +93.2% | +64.7% |
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