+25.3%
F vs FND
-44.9%
+70.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -3.0% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +1.2% | -23.6% | +24.8% | +8.2% |
| 3M | -5.7% | +4.3% | -10.0% | -8.2% |
| 6M | +17.9% | -20.3% | +38.2% | +23.6% |
| YTD | +10.4% | -21.3% | +31.7% | +15.1% |
| 1Y | +25.3% | -45.4% | +70.7% | +49.8% |
| All | +25.3% | -44.9% | +70.2% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling