+45.2%
PL vs FND
-53.4%
+98.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.1% | +10.4% | +12.8% |
| 7D | +10.9% | +8.5% | +2.4% | +6.8% |
| 30D | -16.4% | +17.2% | -33.6% | -22.2% |
| 3M | -39.9% | -14.9% | -25.0% | -36.4% |
| 6M | -63.2% | +3.1% | -66.3% | -64.8% |
| YTD | -27.1% | -12.4% | -14.7% | -27.2% |
| 1Y | +12.2% | -10.0% | +22.2% | +10.3% |
| 3Y | +584.3% | -31.3% | +615.6% | +631.2% |
| 5Y | +37.0% | -60.3% | +97.3% | +69.1% |
| All | +45.2% | -53.4% | +98.6% | +77.4% |
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