-15.8%
F vs FND
-61.6%
+45.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | +7.7% | -6.1% | -1.3% |
| 30D | +2.6% | +11.9% | -9.2% | -1.8% |
| 3M | -8.8% | -14.6% | +5.8% | -4.2% |
| 6M | +4.6% | +0.5% | +4.2% | +2.2% |
| YTD | -1.9% | -15.8% | +13.9% | +1.0% |
| 1Y | -0.8% | -12.9% | +12.2% | +0.6% |
| 3Y | +43.5% | -34.2% | +77.6% | +49.5% |
| All | -15.8% | -61.6% | +45.8% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling