+608.7%
TER vs FND
+70.0%
+538.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.1% |
| 7D | -8.9% | +6.8% | -15.7% | -11.3% |
| 30D | -39.1% | +13.1% | -52.1% | -42.3% |
| 3M | -32.8% | -13.1% | -19.7% | -30.2% |
| 6M | -31.7% | -0.6% | -31.2% | -33.7% |
| YTD | +26.9% | -15.5% | +42.5% | +30.2% |
| 1Y | +33.6% | -13.7% | +47.2% | +35.5% |
| 3Y | +181.5% | -35.0% | +216.5% | +204.7% |
| 5Y | +76.1% | -60.1% | +136.2% | +117.0% |
| All | +608.7% | +70.0% | +538.7% | +446.7% |
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 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