+45.7%
IR vs FND
-60.0%
+105.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | -2.8% | -5.2% | +2.4% | -1.1% |
| 30D | -15.1% | -19.9% | +4.7% | -8.9% |
| 3M | +6.1% | +2.7% | +3.3% | +4.1% |
| 6M | -16.8% | -21.7% | +4.9% | -11.1% |
| YTD | -3.5% | -17.5% | +14.0% | +1.0% |
| 1Y | -3.5% | -39.3% | +35.8% | +10.9% |
| 3Y | +9.5% | -49.8% | +59.2% | +27.8% |
| All | +45.7% | -60.0% | +105.7% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling