+119.4%
W vs FND
+66.0%
+53.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.2% |
| 7D | -4.2% | -5.2% | +1.1% | -0.2% |
| 30D | -7.6% | -19.9% | +12.3% | +9.0% |
| 3M | +37.2% | +2.7% | +34.4% | +34.9% |
| 6M | +26.3% | -21.7% | +48.0% | +51.1% |
| YTD | -1.0% | -17.5% | +16.5% | +12.5% |
| 1Y | +20.1% | -39.3% | +59.4% | +69.1% |
| 3Y | +37.8% | -49.8% | +87.6% | +134.5% |
| 5Y | -63.7% | -60.1% | -3.6% | -26.7% |
| All | +119.4% | +66.0% | +53.3% | +152.8% |
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