+43.5%
F vs FND
-36.7%
+80.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | +7.7% | -6.1% | -0.7% |
| 30D | +2.6% | +11.9% | -9.2% | -0.8% |
| 3M | -8.8% | -14.6% | +5.8% | -5.2% |
| 6M | +4.6% | +0.5% | +4.2% | +2.8% |
| YTD | -1.9% | -15.8% | +13.9% | +0.6% |
| 1Y | -0.8% | -12.9% | +12.2% | +0.5% |
| 3Y | +43.5% | -34.2% | +77.6% | +32.5% |
| All | +43.5% | -36.7% | +80.2% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling