+13.7%
O vs FND
-61.9%
+75.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.2% |
| 7D | -0.6% | +0.4% | -0.9% | -0.6% |
| 30D | -2.0% | -23.6% | +21.6% | +1.4% |
| 3M | +3.0% | +4.3% | -1.3% | +1.9% |
| 6M | -3.6% | -20.3% | +16.6% | -1.6% |
| YTD | +12.1% | -21.3% | +33.4% | +14.3% |
| 1Y | +8.9% | -45.4% | +54.3% | +16.6% |
| 3Y | +30.3% | -48.9% | +79.2% | +37.8% |
| 5Y | +13.7% | -61.0% | +74.7% | +19.0% |
| All | +13.7% | -61.9% | +75.6% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling