+62.6%
O vs FND
+61.4%
+1.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.3% |
| 7D | -0.4% | -5.1% | +4.7% | +0.5% |
| 30D | +8.3% | +9.2% | -0.9% | +6.2% |
| 3M | -4.0% | -17.7% | +13.7% | -0.8% |
| 6M | -2.6% | +2.5% | -5.1% | -4.3% |
| YTD | +9.9% | -19.8% | +29.7% | +12.2% |
| 1Y | +9.8% | -22.7% | +32.5% | +12.8% |
| 3Y | +39.7% | -38.3% | +78.0% | +44.3% |
| 5Y | +9.2% | -63.0% | +72.1% | +20.8% |
| All | +62.6% | +61.4% | +1.1% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling