+146.0%
W vs FND
+61.4%
+84.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | +0.7% |
| 7D | -1.7% | -5.1% | +3.5% | +2.3% |
| 30D | +3.2% | +9.2% | -6.0% | -3.6% |
| 3M | +8.3% | -17.7% | +26.0% | +24.6% |
| 6M | +84.3% | +2.5% | +81.8% | +80.7% |
| YTD | +11.0% | -19.8% | +30.8% | +28.1% |
| 1Y | -0.2% | -22.7% | +22.5% | +17.8% |
| 3Y | +157.9% | -38.3% | +196.2% | +278.1% |
| 5Y | -56.8% | -63.0% | +6.2% | -9.3% |
| All | +146.0% | +61.4% | +84.6% | +187.8% |
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