+0.1%
DOW vs FND
+23.9%
-23.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | +5.2% | -6.8% | +12.1% | +7.2% |
| 30D | +13.2% | +8.0% | +5.2% | +9.8% |
| 3M | +10.1% | -18.9% | +29.0% | +15.6% |
| 6M | -13.1% | +4.7% | -17.8% | -17.6% |
| YTD | +46.1% | -21.6% | +67.7% | +49.0% |
| 1Y | +50.0% | -22.0% | +72.0% | +53.2% |
| 3Y | -20.2% | -40.4% | +20.2% | -13.8% |
| 5Y | -27.7% | -63.8% | +36.1% | -12.4% |
| All | +0.1% | +23.9% | -23.8% | -33.0% |
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