+148.3%
W vs FND
+70.0%
+78.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -1.1% |
| 7D | +1.1% | +6.8% | -5.8% | -3.5% |
| 30D | +6.4% | +13.1% | -6.6% | -3.2% |
| 3M | +9.0% | -13.1% | +22.0% | +20.3% |
| 6M | +69.8% | -0.6% | +70.4% | +70.5% |
| YTD | +12.1% | -15.5% | +27.6% | +24.4% |
| 1Y | 0.0% | -13.7% | +13.7% | +8.7% |
| 3Y | +160.3% | -35.0% | +195.3% | +267.1% |
| 5Y | -53.3% | -60.1% | +6.8% | -6.6% |
| All | +148.3% | +70.0% | +78.2% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling