+53.9%
F vs FND
-60.2%
+114.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.8% |
| 7D | +5.3% | -5.2% | +10.6% | +7.2% |
| 30D | +4.6% | -19.9% | +24.5% | +12.9% |
| 3M | -3.7% | +2.7% | -6.4% | -6.1% |
| 6M | +16.8% | -21.7% | +38.5% | +25.0% |
| YTD | +15.3% | -17.5% | +32.8% | +20.1% |
| 1Y | +31.0% | -39.3% | +70.3% | +52.3% |
| 3Y | +45.4% | -49.8% | +95.2% | +70.8% |
| All | +53.9% | -60.2% | +114.1% | +85.8% |
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 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