+63.3%
T vs FND
+66.0%
-2.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.1% |
| 7D | -1.3% | -5.2% | +4.0% | -0.7% |
| 30D | +11.4% | -19.9% | +31.2% | +14.1% |
| 3M | +14.3% | +2.7% | +11.6% | +13.3% |
| 6M | -9.3% | -21.7% | +12.4% | -7.4% |
| YTD | +7.1% | -17.5% | +24.6% | +8.2% |
| 1Y | -9.1% | -39.3% | +30.2% | -4.8% |
| 3Y | +105.3% | -49.8% | +155.1% | +114.8% |
| 5Y | +66.8% | -60.1% | +126.9% | +74.5% |
| All | +63.3% | +66.0% | -2.8% | +36.8% |
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