+1,381.0%
NET vs FND
+7.8%
+1,373.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.9% | -13.5% | -7.5% |
| 7D | -16.4% | +12.3% | -28.7% | -21.2% |
| 30D | -25.8% | +14.7% | -40.6% | -31.1% |
| 3M | -11.5% | -12.0% | +0.5% | -7.8% |
| 6M | +18.9% | +10.8% | +8.2% | +8.7% |
| YTD | +35.2% | -12.3% | +47.5% | +33.4% |
| 1Y | +14.5% | -13.4% | +27.9% | +12.9% |
| 3Y | +313.8% | -33.9% | +347.7% | +314.4% |
| 5Y | +32.6% | -62.7% | +95.3% | +67.1% |
| All | +1,381.0% | +7.8% | +1,373.2% | +1,340.1% |
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