+822.6%
FN vs FND
+57.9%
+764.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -6.7% |
| 7D | +0.3% | -6.8% | +7.1% | +2.3% |
| 30D | -16.5% | +8.0% | -24.5% | -18.8% |
| 3M | -42.1% | -18.9% | -23.2% | -39.2% |
| 6M | -52.9% | +4.7% | -57.6% | -54.7% |
| YTD | -28.0% | -21.6% | -6.4% | -25.8% |
| 1Y | -18.5% | -22.0% | +3.5% | -16.0% |
| 3Y | +93.9% | -40.4% | +134.3% | +109.5% |
| 5Y | +170.5% | -63.8% | +234.3% | +218.3% |
| All | +822.6% | +57.9% | +764.7% | +698.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling