+56.7%
FND vs VO
+168.1%
-111.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.0% |
| 7D | -5.2% | -0.3% | -5.0% | -4.7% |
| 30D | -19.9% | -0.3% | -19.5% | -19.3% |
| 3M | +2.7% | +2.9% | -0.2% | -1.2% |
| 6M | -21.7% | +9.3% | -31.0% | -31.0% |
| YTD | -17.5% | +14.2% | -31.7% | -31.7% |
| 1Y | -39.3% | +15.3% | -54.6% | -50.3% |
| 3Y | -49.8% | +56.2% | -106.0% | -73.5% |
| 5Y | -60.1% | +42.4% | -102.5% | -74.4% |
| All | +56.7% | +168.1% | -111.4% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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