+26.4%
P vs FND
-36.4%
+62.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +6.5% | -5.2% | +11.8% | +6.5% |
| 30D | +18.8% | -19.9% | +38.7% | +18.6% |
| 3M | +26.7% | +2.7% | +24.0% | +26.4% |
| 6M | +62.2% | -21.7% | +83.8% | +64.8% |
| YTD | +48.5% | -17.5% | +66.0% | +51.9% |
| 1Y | +26.4% | -39.3% | +65.7% | +38.8% |
| All | +26.4% | -36.4% | +62.7% | +38.8% |
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