+67.1%
V vs FND
-61.9%
+129.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +1.9% | -23.6% | +25.4% | +6.2% |
| 3M | +15.5% | +4.3% | +11.2% | +13.9% |
| 6M | +16.6% | -20.3% | +36.9% | +19.8% |
| YTD | +5.7% | -21.3% | +27.0% | +8.2% |
| 1Y | +8.6% | -45.4% | +53.9% | +18.3% |
| 3Y | +52.5% | -48.9% | +101.4% | +61.4% |
| 5Y | +67.1% | -61.0% | +128.2% | +73.8% |
| All | +67.1% | -61.9% | +129.0% | +73.8% |
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