+38.1%
Q vs FND
-24.7%
+62.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.0% |
| 7D | +1.2% | -6.8% | +8.0% | +2.8% |
| 30D | -2.7% | +8.0% | -10.7% | -4.5% |
| 3M | -16.9% | -18.9% | +2.0% | -12.5% |
| 6M | -26.9% | +4.7% | -31.6% | -29.8% |
| YTD | +45.2% | -21.6% | +66.8% | +50.8% |
| 1Y | +38.1% | -22.0% | +60.2% | +43.3% |
| All | +38.1% | -24.7% | +62.8% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling