+152.5%
W vs FND
+68.8%
+83.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.3% |
| 7D | -7.4% | -4.4% | -3.0% | -4.0% |
| 30D | +7.8% | +14.5% | -6.7% | -2.9% |
| 3M | +10.9% | -15.6% | +26.5% | +25.2% |
| 6M | +86.4% | +4.7% | +81.7% | +79.9% |
| YTD | +14.0% | -16.1% | +30.1% | +27.2% |
| 1Y | +3.5% | -16.0% | +19.5% | +14.9% |
| 3Y | +164.8% | -35.5% | +200.2% | +275.4% |
| 5Y | -53.1% | -60.5% | +7.4% | -5.6% |
| All | +152.5% | +68.8% | +83.7% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling