+127.5%
FE vs FND
+69.4%
+58.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | 0.0% | +7.7% | -7.7% | -1.0% |
| 30D | +5.2% | +11.9% | -6.7% | +3.7% |
| 3M | 0.0% | -14.6% | +14.5% | +1.5% |
| 6M | +5.0% | +0.5% | +4.6% | +4.2% |
| YTD | +7.9% | -15.8% | +23.7% | +8.7% |
| 1Y | +6.3% | -12.9% | +19.3% | +6.5% |
| 3Y | +46.0% | -34.2% | +80.2% | +47.8% |
| 5Y | +45.6% | -61.6% | +107.2% | +53.7% |
| All | +127.5% | +69.4% | +58.1% | +93.8% |
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