-34.2%
FND vs COO
-25.3%
-8.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | +7.7% | +4.7% | +3.0% | +5.4% |
| 30D | +11.9% | +13.9% | -2.0% | +5.0% |
| 3M | -14.6% | -14.9% | +0.4% | -7.5% |
| 6M | +0.5% | +2.0% | -1.6% | -1.5% |
| YTD | -15.8% | -23.9% | +8.1% | -3.6% |
| 1Y | -12.9% | -9.6% | -3.3% | -8.7% |
| 3Y | -34.2% | -25.4% | -8.7% | -30.5% |
| All | -34.2% | -25.3% | -8.8% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling