-24.7%
Z vs FND
+57.9%
-82.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.5% |
| 7D | +0.8% | -6.8% | +7.7% | +4.3% |
| 30D | +5.2% | +8.0% | -2.8% | +1.7% |
| 3M | -17.0% | -18.9% | +1.9% | -8.1% |
| 6M | -22.7% | +4.7% | -27.3% | -25.6% |
| YTD | -56.3% | -21.6% | -34.7% | -52.7% |
| 1Y | -57.7% | -22.0% | -35.6% | -54.1% |
| 3Y | -16.5% | -40.4% | +23.9% | -0.5% |
| 5Y | -53.4% | -63.8% | +10.4% | -33.4% |
| All | -24.7% | +57.9% | -82.5% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling