+46.4%
RF vs FND
-62.4%
+108.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.8% |
| 7D | +0.4% | -5.1% | +5.5% | +1.8% |
| 30D | +5.6% | +9.2% | -3.6% | +2.6% |
| 3M | -8.9% | -17.7% | +8.8% | -4.4% |
| 6M | +7.1% | +2.5% | +4.6% | +4.4% |
| YTD | +8.3% | -19.8% | +28.1% | +11.9% |
| 1Y | +16.8% | -22.7% | +39.5% | +21.8% |
| 3Y | +115.0% | -38.3% | +153.3% | +130.7% |
| 5Y | +46.4% | -63.0% | +109.4% | +69.8% |
| All | +46.4% | -62.4% | +108.8% | +69.8% |
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