+77.4%
F vs FND
+76.3%
+1.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | -0.6% |
| 7D | -0.6% | +8.5% | -9.2% | -3.3% |
| 30D | +2.9% | +17.2% | -14.3% | -2.4% |
| 3M | -9.5% | -14.9% | +5.5% | -5.4% |
| 6M | +4.0% | +3.1% | +0.9% | +1.2% |
| YTD | -1.3% | -12.4% | +11.1% | +0.1% |
| 1Y | -1.9% | -10.0% | +8.1% | -1.6% |
| 3Y | +53.5% | -31.3% | +84.8% | +60.3% |
| 5Y | -15.1% | -60.3% | +45.2% | -0.2% |
| All | +77.4% | +76.3% | +1.1% | +41.5% |
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 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