-45.2%
FND vs COO
-7.1%
-38.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +3.0% |
| 7D | -0.8% | -9.0% | +8.2% | +4.9% |
| 30D | -19.6% | -16.8% | -2.8% | -10.2% |
| 3M | -4.3% | -7.5% | +3.1% | -0.2% |
| 6M | -20.4% | -16.3% | -4.2% | -11.4% |
| YTD | -21.9% | -22.5% | +0.7% | -9.5% |
| 1Y | -45.2% | -7.0% | -38.2% | -41.9% |
| All | -45.2% | -7.1% | -38.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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