+66.1%
T vs FND
-61.9%
+127.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | 0.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +7.6% | -23.6% | +31.2% | +9.8% |
| 3M | +15.3% | +4.3% | +11.0% | +14.4% |
| 6M | -8.5% | -20.3% | +11.8% | -7.3% |
| YTD | +6.8% | -21.3% | +28.1% | +7.8% |
| 1Y | -7.2% | -45.4% | +38.1% | -3.3% |
| 3Y | +108.2% | -48.9% | +157.1% | +113.8% |
| 5Y | +66.1% | -61.0% | +127.1% | +61.2% |
| All | +66.1% | -61.9% | +127.9% | +61.2% |
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 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