+1.3%
U vs FND
-45.3%
+46.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.3% |
| 7D | +5.5% | -5.8% | +11.3% | +6.8% |
| 30D | -1.3% | -20.2% | +18.9% | +3.6% |
| 3M | +64.6% | -12.0% | +76.5% | +67.3% |
| 6M | +119.4% | -18.5% | +137.9% | +129.8% |
| YTD | -0.5% | -22.3% | +21.8% | +7.6% |
| 1Y | +1.3% | -47.6% | +48.9% | +32.1% |
| All | +1.3% | -45.3% | +46.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling