+127.7%
FE vs FND
+70.0%
+57.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.5% | +6.8% | -7.4% | -1.3% |
| 30D | +4.3% | +13.1% | -8.7% | +2.7% |
| 3M | +0.4% | -13.1% | +13.5% | +1.7% |
| 6M | +6.9% | -0.6% | +7.5% | +6.3% |
| YTD | +8.0% | -15.5% | +23.5% | +8.8% |
| 1Y | +4.8% | -13.7% | +18.5% | +5.1% |
| 3Y | +49.0% | -35.0% | +84.0% | +51.0% |
| 5Y | +46.2% | -60.1% | +106.3% | +53.5% |
| All | +127.7% | +70.0% | +57.7% | +93.9% |
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 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