+135.7%
EW vs FND
+57.3%
+78.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -6.4% | -19.6% | +13.2% | -2.3% |
| 3M | -1.6% | -4.3% | +2.8% | -1.4% |
| 6M | +2.3% | -20.4% | +22.7% | +5.7% |
| YTD | +1.1% | -21.9% | +22.9% | +4.3% |
| 1Y | +8.0% | -45.2% | +53.2% | +19.5% |
| 3Y | +16.3% | -49.2% | +65.6% | +25.5% |
| 5Y | -29.4% | -61.8% | +32.4% | -22.2% |
| All | +135.7% | +57.3% | +78.5% | +84.8% |
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