+44.6%
FE vs FND
-36.7%
+81.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -1.0% | +7.7% | -8.7% | -1.6% |
| 30D | +4.1% | +11.9% | -7.7% | +3.2% |
| 3M | -1.0% | -14.6% | +13.6% | -0.2% |
| 6M | +4.0% | +0.5% | +3.6% | +3.5% |
| YTD | +6.8% | -15.8% | +22.7% | +7.2% |
| 1Y | +5.3% | -12.9% | +18.2% | +5.3% |
| 3Y | +44.6% | -34.2% | +78.7% | +34.5% |
| All | +44.6% | -36.7% | +81.3% | +34.5% |
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 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