-68.0%
U vs FND
-61.9%
-6.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +5.8% |
| 7D | +4.5% | +0.4% | +4.1% | +4.0% |
| 30D | -0.6% | -23.6% | +23.0% | +18.8% |
| 3M | +48.4% | +4.3% | +44.1% | +37.3% |
| 6M | +115.4% | -20.3% | +135.6% | +136.2% |
| YTD | -3.2% | -21.3% | +18.1% | +6.0% |
| 1Y | -6.0% | -45.4% | +39.3% | +35.2% |
| 3Y | +13.5% | -48.9% | +62.3% | +47.8% |
| 5Y | -68.0% | -61.0% | -7.0% | -52.7% |
| All | -68.0% | -61.9% | -6.2% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling