-53.6%
Z vs FND
-10.3%
-43.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.9% | -1.5% | +5.3% |
| 7D | +10.2% | +12.3% | -2.2% | +5.4% |
| 30D | +23.7% | +14.7% | +8.9% | +17.5% |
| 3M | -6.6% | -12.0% | +5.4% | -4.5% |
| 6M | -23.0% | +10.8% | -33.8% | -26.1% |
| YTD | -50.3% | -12.3% | -38.0% | -50.0% |
| 1Y | -53.6% | -13.4% | -40.2% | -53.2% |
| All | -53.6% | -10.3% | -43.3% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling