-34.0%
Z vs FND
-49.4%
+15.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.9% |
| 7D | -3.0% | -5.2% | +2.2% | -0.7% |
| 30D | -4.2% | -19.9% | +15.7% | +5.4% |
| 3M | -3.7% | +2.7% | -6.4% | -6.2% |
| 6M | -24.5% | -21.7% | -2.8% | -17.3% |
| YTD | -49.3% | -17.5% | -31.8% | -46.6% |
| 1Y | -58.7% | -39.3% | -19.4% | -49.2% |
| All | -34.0% | -49.4% | +15.5% | -14.9% |
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