+368.9%
XYZ vs FND
+69.4%
+299.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +12.1% | +7.7% | +4.5% | +8.3% |
| 30D | +12.4% | +11.9% | +0.5% | +6.0% |
| 3M | +8.2% | -14.6% | +22.7% | +16.6% |
| 6M | +20.7% | +0.5% | +20.2% | +17.5% |
| YTD | +31.3% | -15.8% | +47.2% | +37.7% |
| 1Y | +20.5% | -12.9% | +33.4% | +23.2% |
| 3Y | +72.6% | -34.2% | +106.8% | +89.1% |
| 5Y | -64.0% | -61.6% | -2.4% | -48.1% |
| All | +368.9% | +69.4% | +299.5% | +306.6% |
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 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