-27.4%
DOW vs FND
-62.4%
+35.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.2% | +2.8% |
| 7D | +3.7% | -5.1% | +8.8% | +4.7% |
| 30D | +16.3% | +9.2% | +7.1% | +13.5% |
| 3M | +9.7% | -17.7% | +27.4% | +13.4% |
| 6M | -14.1% | +2.5% | -16.6% | -17.1% |
| YTD | +46.6% | -19.8% | +66.4% | +48.9% |
| 1Y | +56.8% | -22.7% | +79.5% | +60.9% |
| 3Y | -20.4% | -38.3% | +17.9% | -14.4% |
| 5Y | -27.4% | -63.0% | +35.5% | -20.3% |
| All | -27.4% | -62.4% | +35.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling