+199.8%
TER vs FND
-36.4%
+236.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.0% |
| 7D | +0.6% | -5.2% | +5.8% | +2.0% |
| 30D | -8.3% | -19.9% | +11.6% | -3.1% |
| 3M | -12.2% | +2.7% | -15.0% | -14.5% |
| 6M | +17.0% | -21.7% | +38.7% | +18.5% |
| YTD | +84.6% | -17.5% | +102.1% | +87.2% |
| 1Y | +199.8% | -39.3% | +239.1% | +184.7% |
| All | +199.8% | -36.4% | +236.2% | +184.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling