+277.2%
TER vs FND
-49.6%
+326.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.9% |
| 7D | +11.0% | +0.4% | +10.6% | +10.6% |
| 30D | -1.9% | -23.6% | +21.7% | +7.8% |
| 3M | -0.7% | +4.3% | -5.0% | -4.5% |
| 6M | +36.4% | -20.3% | +56.6% | +44.7% |
| YTD | +92.4% | -21.3% | +113.7% | +103.5% |
| 1Y | +213.5% | -45.4% | +258.9% | +279.0% |
| 3Y | +277.2% | -48.9% | +326.1% | +343.9% |
| All | +277.2% | -49.6% | +326.8% | +343.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling