+9.1%
IR vs FND
-10.3%
+19.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.4% | -4.0% |
| 7D | +11.6% | +12.3% | -0.8% | +7.1% |
| 30D | +7.2% | +14.7% | -7.6% | +1.9% |
| 3M | -5.9% | -12.0% | +6.1% | -1.9% |
| 6M | +11.5% | +10.8% | +0.7% | +5.2% |
| YTD | +6.3% | -12.3% | +18.6% | +8.9% |
| 1Y | +9.1% | -13.4% | +22.5% | +12.0% |
| All | +9.1% | -10.3% | +19.3% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling