+9.8%
O vs FND
-23.4%
+33.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | -0.1% |
| 7D | -0.4% | -5.1% | +4.7% | +0.1% |
| 30D | +8.3% | +9.2% | -0.9% | +7.3% |
| 3M | -4.0% | -17.7% | +13.7% | -2.8% |
| 6M | -2.6% | +2.5% | -5.1% | -3.3% |
| YTD | +9.9% | -19.8% | +29.7% | +9.9% |
| 1Y | +9.8% | -22.7% | +32.5% | +10.2% |
| All | +9.8% | -23.4% | +33.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling