-60.3%
Z vs FND
-13.4%
-46.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -4.1% |
| 7D | -6.5% | +6.8% | -13.3% | -8.5% |
| 30D | -0.1% | +13.1% | -13.2% | -4.2% |
| 3M | -14.1% | -13.1% | -1.1% | -11.3% |
| 6M | -30.1% | -0.6% | -29.5% | -30.3% |
| YTD | -57.5% | -15.5% | -42.0% | -56.6% |
| 1Y | -60.3% | -13.7% | -46.7% | -60.0% |
| All | -60.3% | -13.4% | -46.9% | -60.0% |
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