+66.4%
O vs FND
+66.0%
+0.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -0.7% | -5.2% | +4.5% | +0.2% |
| 30D | -1.9% | -19.9% | +18.0% | +2.1% |
| 3M | +3.8% | +2.7% | +1.1% | +2.5% |
| 6M | -4.7% | -21.7% | +16.9% | -1.5% |
| YTD | +12.5% | -17.5% | +30.0% | +14.6% |
| 1Y | +10.8% | -39.3% | +50.1% | +19.5% |
| 3Y | +28.8% | -49.8% | +78.5% | +39.4% |
| 5Y | +13.2% | -60.1% | +73.3% | +23.1% |
| All | +66.4% | +66.0% | +0.3% | +27.1% |
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