-10.4%
DOW vs FND
+24.4%
-34.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +2.0% | -23.6% | +25.5% | +10.0% |
| 3M | -12.5% | +4.3% | -16.9% | -15.8% |
| 6M | -9.2% | -20.3% | +11.1% | -6.5% |
| YTD | +30.8% | -21.3% | +52.1% | +34.6% |
| 1Y | +29.4% | -45.4% | +74.8% | +50.9% |
| 3Y | -34.6% | -48.9% | +14.3% | -25.0% |
| 5Y | -35.9% | -61.0% | +25.1% | -24.5% |
| All | -10.4% | +24.4% | -34.8% | -39.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling