-39.0%
U vs FND
-32.9%
-6.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.1% |
| 7D | -3.8% | -5.2% | +1.4% | -0.4% |
| 30D | +17.5% | -19.9% | +37.3% | +34.9% |
| 3M | +38.7% | +2.7% | +36.0% | +30.7% |
| 6M | +104.4% | -21.7% | +126.1% | +127.5% |
| YTD | -5.7% | -17.5% | +11.8% | +0.1% |
| 1Y | +3.7% | -39.3% | +43.0% | +36.5% |
| 3Y | +12.3% | -49.8% | +62.1% | +51.6% |
| 5Y | -68.8% | -60.1% | -8.7% | -53.7% |
| All | -39.0% | -32.9% | -6.2% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling