+4.7%
FE vs FND
-13.7%
+18.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.6% |
| 30D | +5.2% | +11.9% | -6.7% | +4.3% |
| 3M | 0.0% | -14.6% | +14.5% | +0.5% |
| 6M | +5.0% | +0.5% | +4.6% | +4.6% |
| YTD | +7.9% | -15.8% | +23.7% | +7.7% |
| All | +4.7% | -13.7% | +18.5% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling