+86.4%
U vs FND
-34.0%
+120.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.8% |
| 7D | +24.4% | +6.8% | +17.5% | +20.7% |
| 30D | +7.4% | +13.1% | -5.7% | +1.6% |
| 3M | +16.8% | -13.1% | +29.9% | +22.2% |
| 6M | +78.8% | -0.6% | +79.3% | +73.4% |
| YTD | +14.0% | -15.5% | +29.5% | +18.1% |
| 1Y | +16.7% | -13.7% | +30.4% | +18.9% |
| 3Y | +86.4% | -35.0% | +121.4% | +64.5% |
| All | +86.4% | -34.0% | +120.4% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling