-32.6%
MOD vs FND
-10.3%
-22.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +10.9% | -32.4% | -22.8% |
| 7D | -31.3% | +12.3% | -43.7% | -32.8% |
| 30D | -46.1% | +14.7% | -60.9% | -47.6% |
| 3M | -51.1% | -12.0% | -39.1% | -49.1% |
| 6M | -62.1% | +10.8% | -72.8% | -63.8% |
| YTD | -26.2% | -12.3% | -13.9% | -28.0% |
| 1Y | -32.6% | -13.4% | -19.2% | -33.4% |
| All | -32.6% | -10.3% | -22.3% | -33.4% |
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 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