-71.5%
S vs FND
-61.9%
-9.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | 0.0% |
| 7D | -5.8% | +0.4% | -6.2% | -6.1% |
| 30D | -9.2% | -23.6% | +14.4% | +3.2% |
| 3M | +23.4% | +4.3% | +19.0% | +17.3% |
| 6M | +36.9% | -20.3% | +57.2% | +47.5% |
| YTD | +29.5% | -21.3% | +50.8% | +37.9% |
| 1Y | +5.4% | -45.4% | +50.8% | +37.1% |
| 3Y | +14.7% | -48.9% | +63.6% | +35.7% |
| 5Y | -71.5% | -61.0% | -10.5% | -58.7% |
| All | -71.5% | -61.9% | -9.7% | -58.7% |
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