-54.3%
S vs FND
-55.3%
+1.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -12.6% | -19.6% | +7.0% | -2.9% |
| 3M | +27.6% | -4.3% | +31.9% | +27.4% |
| 6M | +35.5% | -20.4% | +55.9% | +46.0% |
| YTD | +29.6% | -21.9% | +51.5% | +38.5% |
| 1Y | +8.1% | -45.2% | +53.3% | +40.1% |
| 3Y | +14.8% | -49.2% | +64.0% | +36.5% |
| 5Y | -70.6% | -61.8% | -8.8% | -56.7% |
| All | -54.3% | -55.3% | +1.0% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling