-56.3%
Z vs FND
-61.6%
+5.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -4.6% | +7.7% | -12.2% | -8.0% |
| 30D | +8.3% | +11.9% | -3.5% | +2.4% |
| 3M | -11.6% | -14.6% | +3.0% | -4.0% |
| 6M | -33.6% | +0.5% | -34.1% | -35.2% |
| YTD | -56.7% | -15.8% | -40.9% | -54.5% |
| 1Y | -59.1% | -12.9% | -46.2% | -58.1% |
| 3Y | -20.4% | -34.2% | +13.8% | -10.0% |
| All | -56.3% | -61.6% | +5.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling