+145.9%
EW vs FND
+66.0%
+79.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -0.3% | -5.2% | +4.9% | +0.6% |
| 30D | +1.0% | -19.9% | +20.9% | +5.4% |
| 3M | +2.8% | +2.7% | +0.1% | +1.4% |
| 6M | +5.5% | -21.7% | +27.2% | +9.4% |
| YTD | +5.5% | -17.5% | +23.0% | +7.6% |
| 1Y | +11.0% | -39.3% | +50.3% | +20.2% |
| 3Y | +17.7% | -49.8% | +67.5% | +27.5% |
| 5Y | -25.7% | -60.1% | +34.3% | -18.9% |
| All | +145.9% | +66.0% | +79.9% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling