+200.5%
P vs FND
-39.5%
+240.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.6% |
| 7D | +11.6% | -6.8% | +18.4% | +12.9% |
| 30D | -23.7% | +8.0% | -31.7% | -24.8% |
| 3M | -8.0% | -18.9% | +11.0% | -4.8% |
| 6M | +27.9% | +4.7% | +23.2% | +24.1% |
| YTD | +61.2% | -21.6% | +82.7% | +65.7% |
| 1Y | +28.6% | -22.0% | +50.6% | +31.6% |
| 3Y | +200.5% | -40.4% | +240.9% | +194.1% |
| All | +200.5% | -39.5% | +240.0% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling