+120.9%
W vs FND
+57.3%
+63.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | +5.9% | -0.8% | +6.7% | +6.4% |
| 30D | -3.0% | -19.6% | +16.5% | +14.0% |
| 3M | +40.3% | -4.3% | +44.7% | +45.4% |
| 6M | +32.2% | -20.4% | +52.7% | +56.2% |
| YTD | -0.3% | -21.9% | +21.6% | +17.8% |
| 1Y | +16.2% | -45.2% | +61.4% | +76.2% |
| 3Y | +40.7% | -49.2% | +89.9% | +138.5% |
| 5Y | -62.3% | -61.8% | -0.5% | -21.4% |
| All | +120.9% | +57.3% | +63.6% | +164.7% |
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