+51.4%
FE vs FND
-39.5%
+90.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +1.2% | -6.8% | +8.1% | +1.7% |
| 30D | +4.5% | +8.0% | -3.4% | +3.8% |
| 3M | +1.3% | -18.9% | +20.3% | +2.6% |
| 6M | +8.7% | +4.7% | +4.0% | +8.0% |
| YTD | +9.2% | -21.6% | +30.8% | +10.2% |
| 1Y | +7.0% | -22.0% | +29.0% | +7.8% |
| 3Y | +51.4% | -40.4% | +91.8% | +41.8% |
| All | +51.4% | -39.5% | +90.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling