-53.8%
TEAM vs FND
-61.9%
+8.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.3% | -4.7% |
| 7D | -5.7% | +0.4% | -6.0% | -5.8% |
| 30D | +18.3% | -23.6% | +41.9% | +34.2% |
| 3M | +80.2% | +4.3% | +75.9% | +73.6% |
| 6M | +111.0% | -20.3% | +131.3% | +129.2% |
| YTD | +8.8% | -21.3% | +30.1% | +16.7% |
| 1Y | +2.2% | -45.4% | +47.5% | +31.7% |
| 3Y | -14.6% | -48.9% | +34.3% | -1.4% |
| 5Y | -53.8% | -61.0% | +7.2% | -38.1% |
| All | -53.8% | -61.9% | +8.1% | -38.1% |
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