+1,008.1%
TER vs FND
+57.3%
+950.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | +12.4% | -0.8% | +13.1% | +12.5% |
| 30D | +5.1% | -19.6% | +24.7% | +13.6% |
| 3M | +4.0% | -4.3% | +8.3% | +4.0% |
| 6M | +29.5% | -20.4% | +50.0% | +38.4% |
| YTD | +98.5% | -21.9% | +120.3% | +112.0% |
| 1Y | +234.1% | -45.2% | +279.3% | +303.8% |
| 3Y | +289.0% | -49.2% | +338.3% | +365.9% |
| 5Y | +228.2% | -61.8% | +290.0% | +315.8% |
| All | +1,008.1% | +57.3% | +950.8% | +790.2% |
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