-29.4%
EW vs FND
-61.9%
+32.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -2.7% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | -3.3% | -23.6% | +20.2% | +1.4% |
| 3M | +1.0% | +4.3% | -3.3% | -0.6% |
| 6M | +6.2% | -20.3% | +26.5% | +9.5% |
| YTD | +1.7% | -21.3% | +23.0% | +4.5% |
| 1Y | +8.1% | -45.4% | +53.5% | +19.0% |
| 3Y | +17.1% | -48.9% | +65.9% | +24.7% |
| 5Y | -29.4% | -61.0% | +31.7% | -23.1% |
| All | -29.4% | -61.9% | +32.5% | -23.1% |
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