+32.0%
Q vs FND
-34.2%
+66.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -6.6% | -19.6% | +13.0% | -1.3% |
| 3M | -13.2% | -4.3% | -8.9% | -14.0% |
| 6M | +9.9% | -20.4% | +30.4% | +15.0% |
| YTD | +53.9% | -21.9% | +75.8% | +61.0% |
| All | +32.0% | -34.2% | +66.2% | +40.4% |
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 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