+20.1%
W vs FND
-36.4%
+56.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.3% |
| 7D | -4.2% | -5.2% | +1.1% | -0.3% |
| 30D | -7.6% | -19.9% | +12.3% | +8.2% |
| 3M | +37.2% | +2.7% | +34.4% | +36.1% |
| 6M | +26.3% | -21.7% | +48.0% | +42.1% |
| YTD | -1.0% | -17.5% | +16.5% | +8.5% |
| 1Y | +20.1% | -39.3% | +59.4% | +53.4% |
| All | +20.1% | -36.4% | +56.4% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling