+9.5%
S vs FND
-36.4%
+45.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -7.7% | -5.2% | -2.5% | -7.0% |
| 30D | -5.3% | -19.9% | +14.5% | -2.4% |
| 3M | +20.3% | +2.7% | +17.5% | +19.3% |
| 6M | +47.4% | -21.7% | +69.0% | +53.4% |
| YTD | +32.5% | -17.5% | +50.0% | +35.5% |
| 1Y | +9.5% | -39.3% | +48.8% | +22.6% |
| All | +9.5% | -36.4% | +45.9% | +22.6% |
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