-34.9%
DOW vs FND
-50.0%
+15.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.0% | -0.8% | -5.2% | -5.9% |
| 30D | -2.7% | -19.6% | +16.8% | +1.9% |
| 3M | -10.5% | -4.3% | -6.1% | -11.5% |
| 6M | -12.4% | -20.4% | +8.0% | -9.4% |
| YTD | +30.0% | -21.9% | +51.9% | +34.6% |
| 1Y | +27.8% | -45.2% | +73.0% | +51.6% |
| All | -34.9% | -50.0% | +15.2% | -23.9% |
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