+49.0%
FE vs FND
-60.2%
+109.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +1.9% | -5.2% | +7.2% | +2.3% |
| 30D | -1.2% | -19.9% | +18.7% | +0.5% |
| 3M | +3.5% | +2.7% | +0.8% | +3.0% |
| 6M | -6.1% | -21.7% | +15.6% | -4.7% |
| YTD | +7.6% | -17.5% | +25.1% | +8.5% |
| 1Y | +11.9% | -39.3% | +51.2% | +15.6% |
| 3Y | +48.4% | -49.8% | +98.2% | +53.7% |
| All | +49.0% | -60.2% | +109.2% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling