0.0%
W vs FND
-13.4%
+13.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -1.0% |
| 7D | +1.1% | +6.8% | -5.8% | -3.5% |
| 30D | +6.4% | +13.1% | -6.6% | -3.1% |
| 3M | +9.0% | -13.1% | +22.0% | +20.8% |
| 6M | +69.8% | -0.6% | +70.4% | +69.2% |
| YTD | +12.1% | -15.5% | +27.6% | +19.3% |
| 1Y | 0.0% | -13.7% | +13.7% | +5.0% |
| All | 0.0% | -13.4% | +13.4% | +5.0% |
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