-47.5%
FND vs COO
-22.0%
-25.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | -5.2% | -2.2% | -3.0% | -4.0% |
| 30D | -19.9% | -7.0% | -12.9% | -16.7% |
| 3M | +2.7% | +12.2% | -9.5% | -3.5% |
| 6M | -21.7% | -15.1% | -6.6% | -14.8% |
| YTD | -17.5% | -15.1% | -2.4% | -10.3% |
| 1Y | -39.3% | +2.3% | -41.6% | -40.1% |
| All | -47.5% | -22.0% | -25.5% | -44.7% |
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