-1.6%
NDAQ vs FND
-45.8%
+44.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.2% |
| 7D | -6.8% | -5.1% | -1.7% | -6.4% |
| 30D | -3.2% | -22.5% | +19.4% | -1.5% |
| 3M | +6.5% | -5.0% | +11.5% | +6.7% |
| 6M | +5.7% | -21.5% | +27.3% | +7.4% |
| YTD | -4.6% | -23.0% | +18.4% | -3.1% |
| 1Y | -1.6% | -44.9% | +43.3% | +1.5% |
| All | -1.6% | -45.8% | +44.3% | +1.5% |
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