+53.8%
S vs FND
-33.5%
+87.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.1% | +4.0% | +7.0% |
| 7D | +1.6% | +8.5% | -7.0% | -0.4% |
| 30D | -10.5% | +17.2% | -27.7% | -14.1% |
| 3M | +9.9% | -14.9% | +24.8% | +13.9% |
| 6M | +41.8% | +3.1% | +38.7% | +38.5% |
| YTD | +56.8% | -12.4% | +69.2% | +58.5% |
| 1Y | +39.0% | -10.0% | +49.0% | +39.2% |
| 3Y | +53.8% | -31.3% | +85.2% | +43.3% |
| All | +53.8% | -33.5% | +87.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling