+929.4%
FN vs FND
+76.3%
+853.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.1% | +7.8% | +10.8% |
| 7D | +16.3% | +8.5% | +7.8% | +13.5% |
| 30D | -24.7% | +17.2% | -42.0% | -28.4% |
| 3M | -34.9% | -14.9% | -20.0% | -32.6% |
| 6M | -41.1% | +3.1% | -44.2% | -43.2% |
| YTD | -19.6% | -12.4% | -7.2% | -19.6% |
| 1Y | -18.5% | -10.0% | -8.5% | -19.3% |
| 3Y | +119.1% | -31.3% | +150.5% | +127.6% |
| 5Y | +206.9% | -60.3% | +267.3% | +252.0% |
| All | +929.4% | +76.3% | +853.1% | +764.8% |
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