-38.4%
U vs FND
-37.4%
-1.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.1% |
| 7D | 0.0% | -5.1% | +5.1% | +3.3% |
| 30D | -4.1% | -22.5% | +18.4% | +13.1% |
| 3M | +57.8% | -5.0% | +62.8% | +57.1% |
| 6M | +103.5% | -21.5% | +125.1% | +124.8% |
| YTD | -4.8% | -23.0% | +18.3% | +5.7% |
| 1Y | -2.4% | -44.9% | +42.5% | +36.8% |
| 3Y | +11.7% | -50.0% | +61.6% | +48.8% |
| 5Y | -68.9% | -63.3% | -5.5% | -51.2% |
| All | -38.4% | -37.4% | -1.1% | -37.2% |
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