+393.2%
V vs FND
+69.4%
+323.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | +7.7% | -5.5% | +0.7% |
| 30D | +13.6% | +11.9% | +1.7% | +10.9% |
| 3M | +14.3% | -14.6% | +28.9% | +17.3% |
| 6M | +33.1% | +0.5% | +32.6% | +31.2% |
| YTD | +21.2% | -15.8% | +37.1% | +22.6% |
| 1Y | +26.4% | -12.9% | +39.4% | +26.8% |
| 3Y | +77.6% | -34.2% | +111.7% | +80.3% |
| 5Y | +102.6% | -61.6% | +164.1% | +122.5% |
| All | +393.2% | +69.4% | +323.8% | +275.4% |
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 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