0.0%
NET vs FND
+4.7%
-4.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.6% | -4.6% | -7.9% |
| 7D | -21.2% | +2.2% | -23.4% | -21.1% |
| 30D | -31.1% | +9.6% | -40.7% | -31.5% |
| 3M | -16.5% | -17.9% | +1.4% | -14.5% |
| 6M | 0.0% | +6.6% | -6.5% | +0.2% |
| All | 0.0% | +4.7% | -4.7% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling