-26.6%
U vs FND
-34.8%
+8.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.4% | +3.9% |
| 7D | +2.8% | -5.1% | +8.0% | +6.1% |
| 30D | +7.6% | +9.2% | -1.6% | 0.0% |
| 3M | +12.7% | -17.7% | +30.4% | +25.2% |
| 6M | +87.0% | +2.5% | +84.5% | +71.5% |
| YTD | +13.6% | -19.8% | +33.4% | +20.2% |
| 1Y | +25.3% | -22.7% | +48.0% | +35.3% |
| 3Y | +85.8% | -38.3% | +124.1% | +104.8% |
| 5Y | -74.5% | -63.0% | -11.5% | -61.1% |
| All | -26.6% | -34.8% | +8.2% | -28.6% |
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