+8.1%
S vs FND
-45.4%
+53.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -12.6% | -19.6% | +7.0% | -9.9% |
| 3M | +27.6% | -4.3% | +31.9% | +27.8% |
| 6M | +35.5% | -20.4% | +55.9% | +40.0% |
| YTD | +29.6% | -21.9% | +51.5% | +33.5% |
| 1Y | +8.1% | -45.2% | +53.3% | +21.6% |
| All | +8.1% | -45.4% | +53.5% | +21.6% |
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