+62.2%
P vs FND
-24.6%
+86.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.5% |
| 7D | +6.5% | -5.2% | +11.8% | +6.1% |
| 30D | +18.8% | -19.9% | +38.7% | +16.9% |
| 3M | +26.7% | +2.7% | +24.0% | +27.5% |
| 6M | +62.2% | -21.7% | +83.8% | +80.5% |
| All | +62.2% | -24.6% | +86.7% | +80.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling