+144.9%
EXC vs FND
+66.0%
+78.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | +0.3% | -5.2% | +5.5% | +1.0% |
| 30D | -3.7% | -19.9% | +16.2% | -0.8% |
| 3M | -1.3% | +2.7% | -4.0% | -2.1% |
| 6M | -9.7% | -21.7% | +12.0% | -7.4% |
| YTD | +2.9% | -17.5% | +20.4% | +4.4% |
| 1Y | +4.4% | -39.3% | +43.7% | +10.4% |
| 3Y | +22.2% | -49.8% | +72.0% | +29.2% |
| 5Y | +46.7% | -60.1% | +106.8% | +55.7% |
| All | +144.9% | +66.0% | +78.9% | +104.3% |
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