-71.5%
U vs FND
-61.3%
-10.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | +0.3% |
| 7D | +24.4% | +6.8% | +17.5% | +17.9% |
| 30D | +7.4% | +13.1% | -5.7% | -2.7% |
| 3M | +16.8% | -13.1% | +29.9% | +25.7% |
| 6M | +78.8% | -0.6% | +79.3% | +67.5% |
| YTD | +14.0% | -15.5% | +29.5% | +16.7% |
| 1Y | +16.7% | -13.7% | +30.4% | +16.1% |
| 3Y | +86.4% | -35.0% | +121.4% | +92.2% |
| 5Y | -71.5% | -60.1% | -11.4% | -55.4% |
| All | -71.5% | -61.3% | -10.1% | -55.4% |
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