-54.0%
IT vs FND
-38.2%
-15.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -0.3% |
| 7D | -3.7% | -5.1% | +1.5% | -2.7% |
| 30D | -3.1% | +9.2% | -12.3% | -4.8% |
| 3M | +6.3% | -17.7% | +24.0% | +9.7% |
| 6M | +24.8% | +2.5% | +22.3% | +23.8% |
| YTD | -24.4% | -19.8% | -4.5% | -22.5% |
| 1Y | -17.1% | -22.7% | +5.6% | -14.5% |
| All | -54.0% | -38.2% | -15.8% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling