+12.5%
FN vs FND
-36.4%
+48.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.9% |
| 7D | -1.7% | -5.2% | +3.5% | -1.1% |
| 30D | -22.0% | -19.9% | -2.1% | -20.2% |
| 3M | -43.0% | +2.7% | -45.7% | -43.6% |
| 6M | -27.7% | -21.7% | -6.1% | -24.6% |
| YTD | -10.5% | -17.5% | +7.0% | -9.6% |
| 1Y | +12.5% | -39.3% | +51.8% | +16.2% |
| All | +12.5% | -36.4% | +48.8% | +16.2% |
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