+22.1%
EW vs FND
-14.2%
+36.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.2% |
| 7D | +9.3% | +6.8% | +2.4% | +8.2% |
| 30D | +22.1% | +13.1% | +9.0% | +20.1% |
| 3M | +13.0% | -13.1% | +26.1% | +14.2% |
| 6M | +30.1% | -0.6% | +30.6% | +28.9% |
| YTD | +22.0% | -15.5% | +37.5% | +21.3% |
| All | +22.1% | -14.2% | +36.3% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling