+53.8%
NDAQ vs FND
-61.9%
+115.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | +0.5% | -23.6% | +24.0% | +5.3% |
| 3M | +9.9% | +4.3% | +5.6% | +8.2% |
| 6M | +8.2% | -20.3% | +28.5% | +11.5% |
| YTD | -1.5% | -21.3% | +19.8% | +1.2% |
| 1Y | +1.3% | -45.4% | +46.7% | +11.7% |
| 3Y | +92.6% | -48.9% | +141.5% | +106.8% |
| 5Y | +53.8% | -61.0% | +114.9% | +67.4% |
| All | +53.8% | -61.9% | +115.7% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling