+620.7%
TER vs FND
+57.9%
+562.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.6% |
| 7D | +14.4% | -6.8% | +21.2% | +17.5% |
| 30D | -30.6% | +8.0% | -38.6% | -33.2% |
| 3M | -39.2% | -18.9% | -20.3% | -35.2% |
| 6M | -31.3% | +4.7% | -36.0% | -34.6% |
| YTD | +29.1% | -21.6% | +50.7% | +36.1% |
| 1Y | +47.4% | -22.0% | +69.4% | +55.4% |
| 3Y | +191.2% | -40.4% | +231.7% | +225.5% |
| 5Y | +74.0% | -63.8% | +137.8% | +122.0% |
| All | +620.7% | +57.9% | +562.9% | +471.3% |
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