+29.7%
Q vs FND
-33.7%
+63.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +3.5% |
| 7D | +6.7% | +0.4% | +6.4% | +6.5% |
| 30D | -10.6% | -23.6% | +13.0% | -4.3% |
| 3M | -14.6% | +4.3% | -18.9% | -17.8% |
| 6M | +12.1% | -20.3% | +32.3% | +17.2% |
| YTD | +51.3% | -21.3% | +72.6% | +57.9% |
| All | +29.7% | -33.7% | +63.4% | +37.7% |
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