-62.1%
W vs FND
-61.9%
-0.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +5.3% |
| 7D | +6.5% | +0.4% | +6.1% | +5.8% |
| 30D | -6.2% | -23.6% | +17.3% | +23.1% |
| 3M | +48.9% | +4.3% | +44.5% | +40.9% |
| 6M | +31.2% | -20.3% | +51.5% | +62.0% |
| YTD | -0.4% | -21.3% | +20.9% | +21.1% |
| 1Y | +14.8% | -45.4% | +60.2% | +102.1% |
| 3Y | +40.5% | -48.9% | +89.4% | +164.3% |
| 5Y | -62.1% | -61.0% | -1.1% | -13.2% |
| All | -62.1% | -61.9% | -0.3% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling