+107.2%
F vs FND
+66.0%
+41.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.9% |
| 7D | +5.3% | -5.2% | +10.6% | +7.0% |
| 30D | +4.6% | -19.9% | +24.5% | +11.8% |
| 3M | -3.7% | +2.7% | -6.4% | -5.7% |
| 6M | +16.8% | -21.7% | +38.5% | +23.9% |
| YTD | +15.3% | -17.5% | +32.8% | +19.6% |
| 1Y | +31.0% | -39.3% | +70.3% | +48.9% |
| 3Y | +45.4% | -49.8% | +95.2% | +68.0% |
| 5Y | +54.7% | -60.1% | +114.7% | +82.5% |
| All | +107.2% | +66.0% | +41.1% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling