+238.6%
P vs FND
-61.6%
+300.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | -23.8% | +7.7% | -31.5% | -25.5% |
| 30D | -36.6% | +11.9% | -48.5% | -38.9% |
| 3M | +10.9% | -14.6% | +25.4% | +14.7% |
| 6M | +30.0% | +0.5% | +29.5% | +26.1% |
| YTD | +44.4% | -15.8% | +60.2% | +46.1% |
| 1Y | +3.9% | -12.9% | +16.9% | +3.1% |
| 3Y | +176.6% | -34.2% | +210.7% | +181.7% |
| All | +238.6% | -61.6% | +300.2% | +327.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling