+62.6%
XYZ vs FND
-39.5%
+102.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.7% |
| 7D | -1.1% | -6.8% | +5.8% | +1.8% |
| 30D | +11.5% | +8.0% | +3.5% | +8.5% |
| 3M | +1.8% | -18.9% | +20.7% | +10.0% |
| 6M | +21.2% | +4.7% | +16.5% | +17.5% |
| YTD | +29.9% | -21.6% | +51.5% | +39.0% |
| 1Y | +35.8% | -22.0% | +57.8% | +45.0% |
| 3Y | +62.6% | -40.4% | +103.0% | +77.6% |
| All | +62.6% | -39.5% | +102.1% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling