+13.8%
MSCI vs FND
-23.4%
+37.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.1% |
| 7D | -0.7% | -5.1% | +4.5% | -0.2% |
| 30D | +16.2% | +9.2% | +7.0% | +15.4% |
| 3M | +16.1% | -17.7% | +33.8% | +16.5% |
| 6M | +12.9% | +2.5% | +10.4% | +12.2% |
| YTD | +14.8% | -19.8% | +34.6% | +12.1% |
| 1Y | +13.8% | -22.7% | +36.5% | +11.5% |
| All | +13.8% | -23.4% | +37.2% | +11.5% |
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