+17.0%
RF vs FND
-42.2%
+59.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +1.3% | -5.2% | +6.5% | +2.2% |
| 30D | -3.6% | -19.9% | +16.3% | +0.1% |
| 3M | +8.1% | +2.7% | +5.4% | +6.9% |
| 6M | +11.5% | -21.7% | +33.1% | +15.8% |
| YTD | +15.6% | -17.5% | +33.1% | +16.9% |
| All | +17.0% | -42.2% | +59.3% | +23.0% |
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