-53.2%
S vs FND
-52.8%
-0.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | -7.7% | -5.2% | -2.5% | -5.3% |
| 30D | -5.3% | -19.9% | +14.5% | +5.1% |
| 3M | +20.3% | +2.7% | +17.5% | +15.5% |
| 6M | +47.4% | -21.7% | +69.0% | +60.5% |
| YTD | +32.5% | -17.5% | +50.0% | +37.9% |
| 1Y | +9.5% | -39.3% | +48.8% | +34.3% |
| 3Y | +15.5% | -49.8% | +65.3% | +40.4% |
| 5Y | -71.2% | -60.1% | -11.1% | -58.6% |
| All | -53.2% | -52.8% | -0.4% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling