+455.8%
NDAQ vs FND
+68.8%
+387.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | 0.0% | -4.4% | +4.4% | +0.8% |
| 30D | +16.3% | +14.5% | +1.8% | +13.1% |
| 3M | +15.8% | -15.6% | +31.4% | +19.2% |
| 6M | +24.8% | +4.7% | +20.1% | +22.2% |
| YTD | +14.1% | -16.1% | +30.2% | +15.6% |
| 1Y | +26.5% | -16.0% | +42.5% | +27.9% |
| 3Y | +119.1% | -35.5% | +154.6% | +125.2% |
| 5Y | +70.9% | -60.5% | +131.4% | +86.4% |
| All | +455.8% | +68.8% | +387.0% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling