+530.2%
TER vs FND
+69.4%
+460.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.5% | +7.7% | -28.2% | -23.0% |
| 30D | -47.0% | +11.9% | -58.9% | -49.7% |
| 3M | -43.3% | -14.6% | -28.7% | -40.9% |
| 6M | -42.9% | +0.5% | -43.4% | -44.9% |
| YTD | +12.9% | -15.8% | +28.7% | +15.8% |
| 1Y | +18.2% | -12.9% | +31.1% | +19.4% |
| 3Y | +151.8% | -34.2% | +185.9% | +170.9% |
| 5Y | +54.2% | -61.6% | +115.8% | +92.2% |
| All | +530.2% | +69.4% | +460.8% | +386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling