+174.6%
LOW vs FND
+56.5%
+118.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -3.7% | -5.8% | +2.0% | -1.5% |
| 30D | -8.9% | -20.2% | +11.3% | -0.8% |
| 3M | -10.4% | -12.0% | +1.5% | -6.5% |
| 6M | -19.4% | -18.5% | -0.9% | -14.1% |
| YTD | -17.1% | -22.3% | +5.1% | -10.5% |
| 1Y | -26.3% | -47.6% | +21.4% | -8.0% |
| 3Y | -9.9% | -49.8% | +39.9% | +9.5% |
| 5Y | +6.1% | -63.0% | +69.1% | +36.6% |
| All | +174.6% | +56.5% | +118.1% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling