+931.1%
TER vs FND
+66.0%
+865.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -12.2% | +2.7% | -14.9% | -14.5% |
| 6M | +17.1% | -21.7% | +38.7% | +26.1% |
| YTD | +84.7% | -17.5% | +102.2% | +93.6% |
| 1Y | +199.9% | -39.3% | +239.2% | +248.9% |
| 3Y | +232.8% | -49.8% | +282.5% | +300.8% |
| 5Y | +198.6% | -60.1% | +258.7% | +272.4% |
| All | +931.1% | +66.0% | +865.1% | +712.7% |
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 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