+61.4%
O vs FND
+57.9%
+3.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | -0.4% | -6.8% | +6.5% | +0.9% |
| 30D | +7.1% | +8.0% | -0.9% | +5.3% |
| 3M | -5.2% | -18.9% | +13.7% | -1.8% |
| 6M | -1.8% | +4.7% | -6.5% | -3.9% |
| YTD | +9.1% | -21.6% | +30.6% | +11.8% |
| 1Y | +9.7% | -22.0% | +31.7% | +12.4% |
| 3Y | +39.1% | -40.4% | +79.6% | +44.7% |
| 5Y | +8.4% | -63.8% | +72.1% | +20.4% |
| All | +61.4% | +57.9% | +3.5% | +24.0% |
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 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