+90.1%
RF vs FND
-60.2%
+150.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +1.3% | -5.2% | +6.5% | +2.8% |
| 30D | -3.6% | -19.9% | +16.3% | +2.2% |
| 3M | +8.1% | +2.7% | +5.4% | +6.1% |
| 6M | +11.5% | -21.7% | +33.1% | +17.5% |
| YTD | +15.6% | -17.5% | +33.1% | +19.0% |
| 1Y | +15.7% | -39.3% | +55.0% | +29.8% |
| 3Y | +86.9% | -49.8% | +136.7% | +113.2% |
| All | +90.1% | -60.2% | +150.3% | +114.8% |
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