+126.9%
FE vs FND
+66.0%
+60.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +1.9% | -5.2% | +7.2% | +2.5% |
| 30D | -1.2% | -19.9% | +18.7% | +1.3% |
| 3M | +3.5% | +2.7% | +0.8% | +2.7% |
| 6M | -6.1% | -21.7% | +15.6% | -4.1% |
| YTD | +7.6% | -17.5% | +25.1% | +8.9% |
| 1Y | +11.9% | -39.3% | +51.2% | +17.1% |
| 3Y | +48.4% | -49.8% | +98.2% | +55.7% |
| 5Y | +44.8% | -60.1% | +104.9% | +52.0% |
| All | +126.9% | +66.0% | +60.8% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling