+17.1%
TER vs FND
-24.6%
+41.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.8% |
| 7D | +0.6% | -5.2% | +5.8% | +2.6% |
| 30D | -8.3% | -19.9% | +11.6% | -0.6% |
| 3M | -12.2% | +2.7% | -14.9% | -16.9% |
| 6M | +17.1% | -21.7% | +38.7% | +35.4% |
| All | +17.1% | -24.6% | +41.6% | +35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling