+156.0%
EXC vs FND
+69.4%
+86.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -1.2% | +7.7% | -8.9% | -2.3% |
| 30D | +10.0% | +11.9% | -1.9% | +8.1% |
| 3M | +1.6% | -14.6% | +16.2% | +3.6% |
| 6M | +3.3% | +0.5% | +2.8% | +2.3% |
| YTD | +7.6% | -15.8% | +23.4% | +8.6% |
| 1Y | +3.5% | -12.9% | +16.4% | +3.7% |
| 3Y | +27.7% | -34.2% | +61.8% | +28.8% |
| 5Y | +41.1% | -61.6% | +102.7% | +51.1% |
| All | +156.0% | +69.4% | +86.6% | +112.4% |
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 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