+862.3%
P vs FND
+58.4%
+803.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +3.2% |
| 7D | +7.8% | +0.4% | +7.5% | +7.7% |
| 30D | +12.3% | -23.6% | +35.9% | +22.2% |
| 3M | +37.1% | +4.3% | +32.8% | +32.5% |
| 6M | +66.1% | -20.3% | +86.4% | +73.5% |
| YTD | +50.9% | -21.3% | +72.2% | +57.1% |
| 1Y | +27.2% | -45.4% | +72.6% | +49.5% |
| 3Y | +158.7% | -48.9% | +207.5% | +194.5% |
| 5Y | +291.1% | -61.0% | +352.1% | +364.0% |
| All | +862.3% | +58.4% | +803.9% | +582.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling