+193.1%
EW vs FND
+57.9%
+135.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | +4.9% | -6.8% | +11.7% | +6.4% |
| 30D | +23.9% | +8.0% | +16.0% | +21.8% |
| 3M | +15.8% | -18.9% | +34.7% | +20.2% |
| 6M | +31.7% | +4.7% | +27.0% | +28.8% |
| YTD | +25.7% | -21.6% | +47.3% | +29.2% |
| 1Y | +24.4% | -22.0% | +46.4% | +27.8% |
| 3Y | +65.9% | -40.4% | +106.3% | +72.1% |
| 5Y | -7.6% | -63.8% | +56.2% | +2.9% |
| All | +193.1% | +57.9% | +135.3% | +128.9% |
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 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