+98.4%
F vs FND
+58.4%
+40.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -2.8% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +1.2% | -23.6% | +24.8% | +9.9% |
| 3M | -5.7% | +4.3% | -10.0% | -8.1% |
| 6M | +17.9% | -20.3% | +38.2% | +24.4% |
| YTD | +10.4% | -21.3% | +31.7% | +16.3% |
| 1Y | +25.3% | -45.4% | +70.7% | +47.4% |
| 3Y | +37.5% | -48.9% | +86.3% | +57.8% |
| 5Y | +46.5% | -61.0% | +107.5% | +74.4% |
| All | +98.4% | +58.4% | +40.0% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling