-53.1%
TE vs FND
-5.5%
-47.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +0.2% | -5.8% | +6.0% | +2.1% |
| 30D | -5.9% | -20.2% | +14.3% | +1.5% |
| 3M | -45.6% | -12.0% | -33.6% | -44.1% |
| 6M | -43.4% | -18.5% | -24.9% | -40.4% |
| YTD | -31.0% | -22.3% | -8.7% | -26.7% |
| 1Y | +145.2% | -47.6% | +192.9% | +195.8% |
| 3Y | -24.1% | -49.8% | +25.7% | -8.0% |
| 5Y | -48.1% | -63.0% | +14.8% | -36.9% |
| All | -53.1% | -5.5% | -47.5% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling